+127.9%
HST vs EPAM
+751.2%
-623.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 3M | -6.4% | +19.9% | -26.3% | -10.7% |
| 6M | +15.0% | -16.9% | +31.9% | +18.1% |
| YTD | +30.5% | -42.9% | +73.4% | +44.0% |
| 1Y | +35.7% | -30.4% | +66.0% | +42.8% |
| 3Y | +68.4% | -54.7% | +123.1% | +88.9% |
| 5Y | +73.1% | -81.8% | +154.9% | +118.2% |
| 10Y | +92.7% | +65.5% | +27.3% | +47.7% |
| All | +127.9% | +751.2% | -623.3% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling