+575.3%
HLT vs EPAM
+69.2%
+506.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.6% | -4.5% | +1.9% | -1.6% |
| 30D | -2.6% | +14.6% | -17.3% | -5.5% |
| 3M | -9.4% | +23.1% | -32.5% | -14.4% |
| 6M | +2.7% | -19.5% | +22.2% | +6.1% |
| YTD | +6.8% | -44.1% | +50.9% | +18.3% |
| 1Y | +12.4% | -25.2% | +37.6% | +16.1% |
| 3Y | +100.2% | -56.8% | +157.0% | +125.7% |
| 5Y | +143.7% | -81.7% | +225.5% | +213.0% |
| All | +575.3% | +69.2% | +506.1% | +341.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling