+276.8%
THC vs EPAM
-77.4%
+354.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.5% |
| 7D | +3.7% | +13.4% | -9.7% | +1.2% |
| 30D | +9.0% | +47.1% | -38.0% | +1.7% |
| 3M | +10.4% | +71.2% | -60.8% | 0.0% |
| 6M | +45.7% | +48.9% | -3.3% | +34.0% |
| YTD | +42.6% | -22.2% | +64.8% | +44.5% |
| 1Y | +38.8% | -5.2% | +43.9% | +35.2% |
| 3Y | +418.8% | -34.9% | +453.8% | +425.3% |
| All | +276.8% | -77.4% | +354.2% | +353.2% |
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