+67.5%
HST vs EPAM
-54.6%
+122.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.8% |
| 7D | -1.0% | +2.0% | -3.0% | -1.5% |
| 30D | -12.3% | +6.5% | -18.8% | -13.6% |
| 3M | -6.4% | +19.9% | -26.3% | -10.3% |
| 6M | +15.0% | -16.9% | +31.9% | +18.9% |
| YTD | +30.5% | -42.9% | +73.4% | +45.5% |
| 1Y | +35.7% | -30.4% | +66.0% | +43.1% |
| All | +67.5% | -54.6% | +122.1% | +83.4% |
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