+536.9%
HWM vs EPAM
-77.4%
+614.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +2.8% |
| 7D | +3.3% | +13.4% | -10.1% | +1.8% |
| 30D | -7.6% | +47.1% | -54.7% | -11.6% |
| 3M | -28.9% | +71.2% | -100.1% | -33.4% |
| 6M | -19.7% | +48.9% | -68.6% | -23.9% |
| YTD | +0.5% | -22.2% | +22.8% | +2.7% |
| 1Y | +0.3% | -5.2% | +5.4% | -0.6% |
| 3Y | +325.8% | -34.9% | +360.8% | +333.4% |
| All | +536.9% | -77.4% | +614.4% | +584.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling