+139.3%
HOOD vs EPAM
-71.7%
+211.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +3.5% |
| 7D | -0.6% | +9.1% | -9.7% | -5.2% |
| 30D | -23.6% | +38.5% | -62.1% | -33.5% |
| 3M | -10.7% | +61.0% | -71.6% | -26.7% |
| 6M | +8.2% | +58.0% | -49.9% | -12.9% |
| YTD | -26.3% | -23.5% | -2.9% | -22.2% |
| 1Y | -36.1% | -10.5% | -25.5% | -36.4% |
| 3Y | +950.7% | -33.8% | +984.5% | +1,018.7% |
| 5Y | +127.0% | -78.1% | +205.2% | +217.0% |
| All | +139.3% | -71.7% | +211.0% | +357.1% |
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