+1,800.1%
THC vs EPAM
+163.7%
+1,636.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.4% |
| 7D | +7.5% | +9.1% | -1.6% | +4.5% |
| 30D | +9.6% | +38.5% | -28.9% | +0.1% |
| 3M | +10.3% | +61.0% | -50.7% | -3.5% |
| 6M | +51.8% | +58.0% | -6.2% | +31.9% |
| YTD | +45.4% | -23.5% | +68.9% | +49.3% |
| 1Y | +40.8% | -10.5% | +51.3% | +38.1% |
| 3Y | +448.8% | -33.8% | +482.6% | +456.3% |
| 5Y | +263.4% | -78.1% | +341.5% | +393.6% |
| 10Y | +1,800.1% | +157.7% | +1,642.4% | +881.6% |
| All | +1,800.1% | +163.7% | +1,636.4% | +881.6% |
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