+1,913.5%
THC vs EPAM
+165.6%
+1,747.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +0.2% | +18.5% | -18.3% | -4.6% |
| 30D | +9.0% | +44.0% | -35.0% | -1.4% |
| 3M | +12.9% | +63.0% | -50.1% | -1.5% |
| 6M | +52.8% | +67.3% | -14.4% | +30.9% |
| YTD | +47.4% | -20.5% | +68.0% | +49.9% |
| 1Y | +47.7% | -9.6% | +57.4% | +44.8% |
| 3Y | +444.7% | -30.8% | +475.5% | +445.7% |
| 5Y | +269.3% | -75.6% | +344.9% | +381.6% |
| 10Y | +1,913.5% | +159.6% | +1,754.0% | +909.6% |
| All | +1,913.5% | +165.6% | +1,747.9% | +909.6% |
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