+102.7%
HPE vs EPAM
-11.8%
+114.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.0% |
| 7D | -7.1% | +9.1% | -16.2% | -5.2% |
| 30D | -35.3% | +38.5% | -73.8% | -33.5% |
| 3M | -10.4% | +61.0% | -71.4% | -8.4% |
| 6M | +52.5% | +58.0% | -5.6% | +57.5% |
| YTD | +100.3% | -23.5% | +123.7% | +138.9% |
| All | +102.7% | -11.8% | +114.4% | +105.3% |
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