+133.6%
HOOD vs EPAM
-70.4%
+204.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -4.0% |
| 7D | -5.1% | +18.8% | -23.9% | -12.1% |
| 30D | -25.4% | +44.9% | -70.3% | -36.1% |
| 3M | -14.0% | +68.6% | -82.5% | -30.5% |
| 6M | +5.6% | +65.4% | -59.8% | -16.4% |
| YTD | -28.1% | -19.9% | -8.2% | -25.2% |
| 1Y | -40.1% | -10.0% | -30.1% | -40.5% |
| 3Y | +888.2% | -30.3% | +918.5% | +932.8% |
| 5Y | +135.8% | -75.7% | +211.5% | +223.1% |
| All | +133.6% | -70.4% | +204.0% | +339.0% |
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