+89.0%
HYG vs EPAM
+1,086.5%
-997.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.4% | +2.4% | -2.8% | -0.5% |
| 30D | +0.7% | +42.3% | -41.6% | -1.9% |
| 3M | -2.1% | +60.7% | -62.8% | -5.4% |
| 6M | -0.8% | +80.5% | -81.3% | -5.3% |
| YTD | +0.3% | -20.4% | +20.6% | +1.0% |
| 1Y | +1.8% | -9.6% | +11.4% | +1.5% |
| 3Y | +24.1% | -30.5% | +54.6% | +24.5% |
| 5Y | +17.7% | -75.7% | +93.4% | +24.2% |
| 10Y | +56.8% | +160.1% | -103.3% | +37.5% |
| All | +89.0% | +1,086.5% | -997.6% | +56.1% |
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 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