+646.9%
HLT vs EPAM
+251.3%
+395.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -3.3% | +2.0% | -5.3% | -3.7% |
| 30D | -4.1% | +6.5% | -10.6% | -5.7% |
| 3M | -7.9% | +19.9% | -27.9% | -12.3% |
| 6M | +2.2% | -16.9% | +19.1% | +4.7% |
| YTD | +8.5% | -42.9% | +51.4% | +19.2% |
| 1Y | +12.1% | -30.4% | +42.5% | +17.5% |
| 3Y | +107.6% | -54.7% | +162.3% | +130.7% |
| 5Y | +156.4% | -81.8% | +238.2% | +221.7% |
| 10Y | +566.3% | +65.5% | +500.8% | +376.4% |
| All | +646.9% | +251.3% | +395.6% | +423.3% |
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