+132.4%
HOOD vs EPAM
-71.3%
+203.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +4.5% |
| 7D | -4.8% | +13.4% | -18.2% | -10.4% |
| 30D | -26.1% | +47.1% | -73.2% | -37.1% |
| 3M | -10.8% | +71.2% | -82.0% | -28.3% |
| 6M | +2.4% | +48.9% | -46.6% | -15.6% |
| YTD | -28.5% | -22.2% | -6.2% | -24.8% |
| 1Y | -36.3% | -5.2% | -31.2% | -38.0% |
| 3Y | +743.7% | -34.9% | +778.6% | +804.1% |
| 5Y | +118.6% | -77.4% | +196.0% | +204.4% |
| All | +132.4% | -71.3% | +203.7% | +341.6% |
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