+327.0%
HL vs EPAM
+751.2%
-424.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | +1.5% | +2.0% | -0.5% | +1.1% |
| 30D | +25.1% | +6.5% | +18.5% | +23.6% |
| 3M | +22.9% | +19.9% | +3.0% | +18.3% |
| 6M | -4.9% | -16.9% | +12.0% | -2.9% |
| YTD | +7.8% | -42.9% | +50.7% | +16.7% |
| 1Y | +133.9% | -30.4% | +164.3% | +143.3% |
| 3Y | +380.9% | -54.7% | +435.6% | +425.2% |
| 5Y | +230.2% | -81.8% | +312.0% | +302.3% |
| 10Y | +265.6% | +65.5% | +200.1% | +215.1% |
| All | +327.0% | +751.2% | -424.2% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling