+390.2%
HPE vs EPAM
+165.6%
+224.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.0% |
| 7D | +0.3% | +18.5% | -18.2% | -3.9% |
| 30D | -28.6% | +44.0% | -72.6% | -34.6% |
| 3M | -7.4% | +63.0% | -70.3% | -18.0% |
| 6M | +63.7% | +67.3% | -3.6% | +41.6% |
| YTD | +111.7% | -20.5% | +132.2% | +116.4% |
| 1Y | +123.5% | -9.6% | +133.1% | +121.5% |
| 3Y | +238.7% | -30.8% | +269.5% | +244.0% |
| 5Y | +261.0% | -75.6% | +336.7% | +339.8% |
| 10Y | +390.2% | +159.6% | +230.6% | +147.9% |
| All | +390.2% | +165.6% | +224.6% | +147.9% |
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