+155.4%
HBAN vs EPAM
+63.0%
+92.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -1.5% | -2.2% | +0.7% | -1.0% |
| 30D | -5.5% | +17.8% | -23.3% | -8.9% |
| 3M | -0.2% | +19.9% | -20.1% | -5.1% |
| 6M | +5.2% | -21.6% | +26.7% | +9.2% |
| YTD | -2.3% | -44.0% | +41.7% | +8.2% |
| 1Y | -2.2% | -30.5% | +28.3% | +2.8% |
| 3Y | +73.8% | -56.8% | +130.6% | +96.9% |
| 5Y | +35.2% | -81.7% | +116.9% | +71.3% |
| 10Y | +155.4% | +68.4% | +86.9% | +56.9% |
| All | +155.4% | +63.0% | +92.3% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling