+254.0%
THC vs EPAM
-81.9%
+335.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | -0.7% | +2.0% | -2.6% | -1.0% |
| 30D | +1.3% | +6.5% | -5.3% | -0.2% |
| 3M | +64.2% | +19.9% | +44.3% | +58.2% |
| 6M | +8.3% | -16.9% | +25.2% | +10.4% |
| YTD | +33.4% | -42.9% | +76.3% | +43.4% |
| 1Y | +37.7% | -30.4% | +68.0% | +42.0% |
| 3Y | +236.8% | -54.7% | +291.5% | +265.5% |
| All | +254.0% | -81.9% | +335.9% | +326.2% |
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