+1,516.8%
HWM vs EPAM
+165.6%
+1,351.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +5.0% | +18.5% | -13.6% | +1.3% |
| 30D | +1.5% | +44.0% | -42.5% | -5.7% |
| 3M | -20.3% | +63.0% | -83.3% | -28.0% |
| 6M | -18.0% | +67.3% | -85.3% | -27.2% |
| YTD | +9.5% | -20.5% | +30.0% | +11.3% |
| 1Y | +7.5% | -9.6% | +17.1% | +6.1% |
| 3Y | +355.7% | -30.8% | +386.5% | +358.2% |
| 5Y | +610.2% | -75.6% | +685.8% | +762.0% |
| 10Y | +1,516.8% | +159.6% | +1,357.2% | +663.1% |
| All | +1,516.8% | +165.6% | +1,351.1% | +663.1% |
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