+1,122.1%
THC vs EPAM
+1,105.1%
+17.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +20.6% | -22.6% | -6.8% |
| 7D | +5.9% | +23.0% | -17.1% | +0.1% |
| 30D | +10.8% | +51.6% | -40.8% | -0.5% |
| 3M | +9.4% | +50.8% | -41.4% | -2.4% |
| 6M | +53.3% | +51.1% | +2.1% | +35.6% |
| YTD | +44.2% | -19.1% | +63.3% | +45.8% |
| 1Y | +37.3% | +3.0% | +34.3% | +30.1% |
| 3Y | +421.6% | -31.2% | +452.8% | +424.3% |
| 5Y | +279.8% | -76.5% | +356.3% | +370.2% |
| 10Y | +1,513.9% | +168.4% | +1,345.4% | +883.6% |
| All | +1,122.1% | +1,105.1% | +17.0% | +492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling