+1,649.1%
THC vs EPAM
+158.4%
+1,490.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +0.1% | -1.1% | +1.3% | +0.4% |
| 30D | +7.5% | +41.8% | -34.4% | -2.4% |
| 3M | +7.5% | +63.4% | -55.8% | -6.3% |
| 6M | +46.4% | +72.2% | -25.8% | +24.5% |
| YTD | +44.4% | -20.0% | +64.4% | +46.5% |
| 1Y | +43.4% | -9.0% | +52.5% | +40.3% |
| 3Y | +433.3% | -30.4% | +463.7% | +433.5% |
| 5Y | +262.5% | -75.6% | +338.1% | +373.7% |
| All | +1,649.1% | +158.4% | +1,490.7% | +714.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling