-86.5%
HTZ vs EPAM
-54.6%
-32.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.9% |
| 7D | +7.5% | +2.0% | +5.5% | +7.0% |
| 30D | +47.4% | +6.5% | +40.9% | +43.8% |
| 3M | -54.9% | +19.9% | -74.8% | -58.0% |
| 6M | -47.0% | -16.9% | -30.1% | -43.7% |
| YTD | -55.3% | -42.9% | -12.4% | -45.8% |
| 1Y | -57.6% | -30.4% | -27.3% | -52.7% |
| All | -86.5% | -54.6% | -32.0% | -83.7% |
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