+4.7%
HWM vs EPAM
-7.6%
+12.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +2.0% |
| 7D | -1.8% | +18.8% | -20.6% | +1.1% |
| 30D | -2.7% | +44.9% | -47.6% | +2.5% |
| 3M | -22.7% | +68.6% | -91.3% | -17.2% |
| 6M | -18.9% | +65.4% | -84.4% | -12.6% |
| YTD | +7.1% | -19.9% | +27.0% | +5.0% |
| 1Y | +4.7% | -10.0% | +14.7% | +3.5% |
| All | +4.7% | -7.6% | +12.3% | +3.5% |
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