+374.3%
HBAN vs EPAM
+751.2%
-376.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | +0.7% | +2.0% | -1.3% | +0.2% |
| 30D | -3.2% | +6.5% | -9.8% | -4.9% |
| 3M | +4.0% | +19.9% | -16.0% | -1.0% |
| 6M | +3.1% | -16.9% | +20.1% | +5.6% |
| YTD | 0.0% | -42.9% | +42.9% | +9.9% |
| 1Y | -1.2% | -30.4% | +29.2% | +3.7% |
| 3Y | +72.5% | -54.7% | +127.2% | +92.7% |
| 5Y | +39.3% | -81.8% | +121.1% | +72.8% |
| 10Y | +157.3% | +65.5% | +91.9% | +82.7% |
| All | +374.3% | +751.2% | -376.9% | +142.6% |
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