+0.3%
HWM vs EPAM
-4.9%
+5.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +2.0% |
| 7D | +3.4% | +13.4% | -10.0% | +5.7% |
| 30D | -7.5% | +47.1% | -54.6% | -2.7% |
| 3M | -28.9% | +71.2% | -100.1% | -24.0% |
| 6M | -19.6% | +48.9% | -68.5% | -14.7% |
| YTD | +0.6% | -22.2% | +22.8% | -1.0% |
| 1Y | +0.3% | -5.2% | +5.5% | -5.4% |
| All | +0.3% | -4.9% | +5.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling