+256.5%
THC vs EPAM
-75.7%
+332.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.0% | +2.4% | -1.5% | +0.5% |
| 30D | +5.3% | +42.3% | -37.0% | -1.2% |
| 3M | +7.1% | +60.7% | -53.6% | -1.9% |
| 6M | +46.0% | +80.5% | -34.5% | +30.2% |
| YTD | +43.9% | -20.4% | +64.3% | +45.3% |
| 1Y | +45.4% | -9.6% | +55.0% | +43.2% |
| 3Y | +421.3% | -30.5% | +451.8% | +421.2% |
| All | +256.5% | -75.7% | +332.2% | +319.1% |
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