+741.5%
HWM vs EPAM
-81.9%
+823.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -2.1% | +2.0% | -4.1% | -2.3% |
| 30D | -11.0% | +6.5% | -17.5% | -11.8% |
| 3M | +4.0% | +19.9% | -15.9% | +1.3% |
| 6M | -0.2% | -16.9% | +16.7% | +1.3% |
| YTD | +26.7% | -42.9% | +69.5% | +34.1% |
| 1Y | +44.7% | -30.4% | +75.1% | +48.5% |
| 3Y | +426.1% | -54.7% | +480.8% | +458.2% |
| All | +741.5% | -81.9% | +823.3% | +810.1% |
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 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