+107.3%
HBAN vs EPAM
+168.6%
-61.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.5% |
| 7D | -0.1% | +18.8% | -18.9% | -4.2% |
| 30D | +3.4% | +44.9% | -41.6% | -5.0% |
| 3M | -9.1% | +68.6% | -77.7% | -19.4% |
| 6M | +0.1% | +65.4% | -65.3% | -12.0% |
| YTD | -6.0% | -19.9% | +13.9% | -4.3% |
| 1Y | +4.0% | -10.0% | +14.1% | +3.2% |
| 3Y | +74.5% | -30.3% | +104.7% | +77.2% |
| 5Y | +24.3% | -75.7% | +100.0% | +49.0% |
| 10Y | +107.3% | +167.2% | -59.9% | +20.8% |
| All | +107.3% | +168.6% | -61.3% | +20.8% |
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