+133.6%
HOOD vs EPAM
-70.5%
+204.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | +3.8% | -1.1% | +4.9% | +4.0% |
| 30D | -26.4% | +41.8% | -68.2% | -36.5% |
| 3M | -14.3% | +63.4% | -77.6% | -30.0% |
| 6M | +3.9% | +72.2% | -68.3% | -19.0% |
| YTD | -28.1% | -20.0% | -8.0% | -25.2% |
| 1Y | -38.8% | -9.0% | -29.8% | -39.5% |
| 3Y | +888.5% | -30.4% | +918.8% | +933.5% |
| 5Y | +131.0% | -75.6% | +206.6% | +216.7% |
| All | +133.6% | -70.5% | +204.1% | +339.3% |
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 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