+365.4%
HPE vs EPAM
+163.7%
+201.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.5% |
| 7D | -7.1% | +9.1% | -16.2% | -9.6% |
| 30D | -35.3% | +38.5% | -73.8% | -40.3% |
| 3M | -10.4% | +61.0% | -71.4% | -20.5% |
| 6M | +52.5% | +58.0% | -5.6% | +33.5% |
| YTD | +100.3% | -23.5% | +123.7% | +106.3% |
| 1Y | +106.4% | -10.5% | +116.9% | +104.7% |
| 3Y | +227.4% | -33.8% | +261.2% | +235.5% |
| 5Y | +250.6% | -78.1% | +328.7% | +340.5% |
| 10Y | +365.4% | +157.7% | +207.6% | +135.2% |
| All | +365.4% | +163.7% | +201.7% | +135.2% |
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