+25.1%
HBAN vs EPAM
-78.1%
+103.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | -0.6% | +9.1% | -9.6% | -2.4% |
| 30D | +3.9% | +38.5% | -34.6% | -2.1% |
| 3M | -8.4% | +61.0% | -69.3% | -16.1% |
| 6M | +0.6% | +58.0% | -57.4% | -8.5% |
| YTD | -5.5% | -23.5% | +17.9% | -3.1% |
| 1Y | +5.4% | -10.5% | +15.9% | +5.0% |
| 3Y | +76.7% | -33.8% | +110.6% | +80.6% |
| 5Y | +25.1% | -78.1% | +103.3% | +32.9% |
| All | +25.1% | -78.1% | +103.2% | +32.9% |
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 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