+424.6%
THC vs EPAM
-31.1%
+455.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +20.6% | -22.6% | -4.2% |
| 7D | +5.9% | +23.0% | -17.1% | +3.2% |
| 30D | +10.8% | +51.6% | -40.8% | +5.3% |
| 3M | +9.4% | +50.8% | -41.4% | +3.7% |
| 6M | +53.3% | +51.1% | +2.1% | +43.7% |
| YTD | +44.2% | -19.1% | +63.3% | +43.1% |
| 1Y | +37.3% | +3.0% | +34.3% | +30.7% |
| All | +424.6% | -31.1% | +455.6% | +384.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling