+1,579.2%
HWM vs EPAM
+163.7%
+1,415.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.6% | +5.3% |
| 7D | +1.6% | +9.1% | -7.5% | -0.6% |
| 30D | -3.9% | +38.5% | -42.4% | -10.2% |
| 3M | -23.2% | +61.0% | -84.2% | -30.5% |
| 6M | -20.0% | +58.0% | -78.0% | -28.3% |
| YTD | +5.7% | -23.5% | +29.2% | +8.2% |
| 1Y | +4.9% | -10.5% | +15.4% | +3.6% |
| 3Y | +347.0% | -33.8% | +380.8% | +353.1% |
| 5Y | +563.0% | -78.1% | +641.1% | +732.2% |
| 10Y | +1,579.2% | +157.7% | +1,421.4% | +676.1% |
| All | +1,579.2% | +163.7% | +1,415.5% | +676.1% |
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