-91.5%
HTZ vs EPAM
-77.1%
-14.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +43.6% |
| 3M | -54.9% | +19.9% | -74.8% | -58.1% |
| 6M | -47.0% | -16.9% | -30.1% | -45.4% |
| YTD | -55.3% | -42.9% | -12.4% | -48.8% |
| 1Y | -57.6% | -30.4% | -27.3% | -54.5% |
| 3Y | -86.6% | -54.7% | -31.9% | -84.2% |
| 5Y | -86.1% | -81.8% | -4.3% | -79.4% |
| All | -91.5% | -77.1% | -14.4% | -90.8% |
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