+1,329.5%
THC vs EPAM
+170.1%
+1,159.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.1% |
| 7D | +3.7% | +13.4% | -9.7% | -0.2% |
| 30D | +9.0% | +47.1% | -38.0% | -1.9% |
| 3M | +10.4% | +71.2% | -60.8% | -4.9% |
| 6M | +45.7% | +48.9% | -3.3% | +28.6% |
| YTD | +42.6% | -22.2% | +64.8% | +45.8% |
| 1Y | +38.8% | -5.2% | +43.9% | +34.0% |
| 3Y | +418.8% | -34.9% | +453.8% | +429.2% |
| 5Y | +275.7% | -77.4% | +353.1% | +404.3% |
| All | +1,329.5% | +170.1% | +1,159.4% | +633.1% |
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 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