+509.8%
HWM vs EPAM
-77.2%
+587.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +20.6% | -26.6% | -7.9% |
| 7D | -2.4% | +23.0% | -25.5% | -4.7% |
| 30D | -13.3% | +51.6% | -64.8% | -17.2% |
| 3M | -31.0% | +50.8% | -81.8% | -34.4% |
| 6M | -17.1% | +51.1% | -68.3% | -21.6% |
| YTD | -1.9% | -19.1% | +17.3% | -0.1% |
| 1Y | -2.4% | +3.0% | -5.4% | -4.2% |
| 3Y | +322.2% | -31.2% | +353.3% | +327.1% |
| 5Y | +509.8% | -76.5% | +586.3% | +542.7% |
| All | +509.8% | -77.2% | +587.0% | +542.7% |
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