-91.6%
HTZ vs EPAM
-73.1%
-18.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.8% | +9.3% |
| 7D | +18.9% | +0.8% | +18.1% | +18.5% |
| 30D | +26.3% | +24.9% | +1.3% | +19.3% |
| 3M | +49.7% | +22.6% | +27.1% | +40.3% |
| 6M | -61.1% | +24.2% | -85.3% | -64.3% |
| YTD | -56.0% | -33.0% | -23.1% | -51.8% |
| 1Y | -66.4% | -13.3% | -53.1% | -65.9% |
| 3Y | -75.8% | -42.9% | -32.8% | -73.1% |
| 5Y | -93.1% | -80.8% | -12.2% | -90.0% |
| All | -91.6% | -73.1% | -18.5% | -91.3% |
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 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