+89.1%
HYG vs EPAM
+1,091.5%
-1,002.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | +0.4% | +41.8% | -41.5% | -2.1% |
| 3M | -1.8% | +63.4% | -65.2% | -5.3% |
| 6M | -0.7% | +72.2% | -72.9% | -4.9% |
| YTD | +0.3% | -20.0% | +20.4% | +1.0% |
| 1Y | +1.4% | -9.0% | +10.4% | +1.1% |
| 3Y | +24.1% | -30.4% | +54.5% | +24.4% |
| 5Y | +17.8% | -75.6% | +93.4% | +24.2% |
| 10Y | +56.8% | +161.2% | -104.3% | +37.5% |
| All | +89.1% | +1,091.5% | -1,002.4% | +56.2% |
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