+224.7%
HPE vs EPAM
-30.1%
+254.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | +7.9% | +2.4% | +5.5% | +7.6% |
| 30D | -23.5% | +42.3% | -65.8% | -27.0% |
| 3M | -19.1% | +60.7% | -79.7% | -24.7% |
| 6M | +51.4% | +80.5% | -29.1% | +35.8% |
| YTD | +103.4% | -20.4% | +123.8% | +121.3% |
| 1Y | +114.4% | -9.6% | +124.0% | +125.4% |
| 3Y | +224.7% | -30.5% | +255.1% | +207.4% |
| All | +224.7% | -30.1% | +254.7% | +207.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling