+113.0%
HOOD vs EPAM
-77.4%
+190.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +4.5% |
| 7D | -4.8% | +13.4% | -18.2% | -10.5% |
| 30D | -26.1% | +47.1% | -73.2% | -37.3% |
| 3M | -10.8% | +71.2% | -82.0% | -28.6% |
| 6M | +2.4% | +48.9% | -46.6% | -16.0% |
| YTD | -28.5% | -22.2% | -6.2% | -24.7% |
| 1Y | -36.3% | -5.2% | -31.2% | -38.1% |
| 3Y | +743.7% | -34.9% | +778.6% | +805.0% |
| All | +113.0% | -77.4% | +190.5% | +221.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling