+250.7%
HOOD vs EPAM
-78.9%
+329.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.2% |
| 7D | +17.1% | +2.0% | +15.2% | +16.4% |
| 30D | +31.6% | +6.5% | +25.1% | +28.1% |
| 3M | +38.2% | +19.9% | +18.3% | +26.6% |
| 6M | +48.5% | -16.9% | +65.5% | +56.0% |
| YTD | +8.0% | -42.9% | +50.8% | +30.1% |
| 1Y | +18.7% | -30.4% | +49.0% | +31.7% |
| 3Y | +999.1% | -54.7% | +1,053.8% | +1,273.4% |
| 5Y | +181.7% | -81.8% | +263.5% | +333.4% |
| All | +250.7% | -78.9% | +329.6% | +663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling