+78.0%
HST vs EPAM
-33.7%
+111.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | +0.6% |
| 7D | -2.7% | +13.4% | -16.1% | -5.2% |
| 30D | +10.7% | +47.1% | -36.4% | +2.5% |
| 3M | +6.3% | +71.2% | -64.9% | -4.8% |
| 6M | +19.0% | +48.9% | -30.0% | +8.9% |
| YTD | +47.0% | -22.2% | +69.3% | +52.9% |
| 1Y | +53.4% | -5.2% | +58.6% | +51.8% |
| 3Y | +78.0% | -34.9% | +113.0% | +78.3% |
| All | +78.0% | -33.7% | +111.7% | +78.3% |
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 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