-93.4%
HTZ vs EPAM
-67.5%
-25.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +20.6% | -41.4% | -25.1% |
| 7D | -7.7% | +23.0% | -30.7% | -13.3% |
| 30D | -13.1% | +51.6% | -64.7% | -22.5% |
| 3M | +14.7% | +50.8% | -36.1% | +1.2% |
| 6M | -70.6% | +51.1% | -121.7% | -74.6% |
| YTD | -65.2% | -19.1% | -46.1% | -63.9% |
| 1Y | -73.2% | +3.0% | -76.2% | -74.2% |
| 3Y | -80.8% | -31.2% | -49.7% | -79.9% |
| 5Y | -94.8% | -76.5% | -18.3% | -92.9% |
| All | -93.4% | -67.5% | -25.8% | -93.5% |
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