+129.2%
HPE vs EPAM
-32.1%
+161.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -4.4% |
| 7D | -0.6% | +2.0% | -2.5% | -0.7% |
| 30D | -2.3% | +6.5% | -8.8% | -2.6% |
| 3M | -2.9% | +19.9% | -22.8% | -3.1% |
| 6M | +143.6% | -16.9% | +160.5% | +162.2% |
| YTD | +118.5% | -42.9% | +161.4% | +154.7% |
| 1Y | +129.2% | -30.4% | +159.6% | +143.4% |
| All | +129.2% | -32.1% | +161.3% | +143.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling