+279.8%
THC vs EPAM
-77.2%
+357.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +20.6% | -22.6% | -5.3% |
| 7D | +5.9% | +23.0% | -17.1% | +1.9% |
| 30D | +10.8% | +51.6% | -40.8% | +2.9% |
| 3M | +9.4% | +50.8% | -41.4% | +1.2% |
| 6M | +53.3% | +51.1% | +2.1% | +40.7% |
| YTD | +44.2% | -19.1% | +63.3% | +45.2% |
| 1Y | +37.3% | +3.0% | +34.3% | +31.8% |
| 3Y | +421.6% | -31.2% | +452.8% | +423.0% |
| 5Y | +279.8% | -76.5% | +356.3% | +344.3% |
| All | +279.8% | -77.2% | +357.0% | +344.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling