+1,352.0%
HWM vs EPAM
+157.7%
+1,194.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +20.6% | -26.6% | -9.5% |
| 7D | -2.4% | +23.0% | -25.5% | -6.5% |
| 30D | -13.3% | +51.6% | -64.8% | -20.2% |
| 3M | -31.0% | +50.8% | -81.8% | -36.9% |
| 6M | -17.1% | +51.1% | -68.3% | -25.0% |
| YTD | -1.9% | -19.1% | +17.3% | -0.5% |
| 1Y | -2.4% | +3.0% | -5.4% | -6.3% |
| 3Y | +322.2% | -31.2% | +353.3% | +325.5% |
| 5Y | +509.8% | -76.5% | +586.3% | +654.1% |
| 10Y | +1,453.8% | +168.4% | +1,285.4% | +568.4% |
| All | +1,352.0% | +157.7% | +1,194.3% | +542.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling