+122.4%
HST vs EPAM
+157.4%
-35.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.6% | +2.4% | +1.2% | +3.0% |
| 30D | +11.2% | +42.3% | -31.1% | +1.6% |
| 3M | +13.1% | +60.7% | -47.6% | +0.1% |
| 6M | +23.9% | +80.5% | -56.6% | +5.5% |
| YTD | +52.3% | -20.4% | +72.7% | +55.5% |
| 1Y | +56.7% | -9.6% | +66.3% | +54.9% |
| 3Y | +87.5% | -30.5% | +118.0% | +90.4% |
| 5Y | +82.8% | -75.7% | +158.5% | +125.2% |
| All | +122.4% | +157.4% | -35.0% | +46.2% |
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