+204.4%
HL vs EPAM
+1,058.6%
-854.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.6% |
| 7D | +8.9% | +13.4% | -4.4% | +6.2% |
| 30D | -10.1% | +47.1% | -57.1% | -16.3% |
| 3M | -7.0% | +71.2% | -78.2% | -15.7% |
| 6M | -18.8% | +48.9% | -67.7% | -25.4% |
| YTD | -23.1% | -22.2% | -0.9% | -21.7% |
| 1Y | +8.9% | -5.2% | +14.1% | +7.1% |
| 3Y | +255.0% | -34.9% | +290.0% | +261.6% |
| 5Y | +151.5% | -77.4% | +228.9% | +195.1% |
| 10Y | +138.4% | +158.1% | -19.7% | +91.1% |
| All | +204.4% | +1,058.6% | -854.2% | +102.2% |
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