+49.8%
HBM vs EPAM
-15.2%
+65.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.6% |
| 7D | -5.8% | +0.8% | -6.7% | -5.7% |
| 30D | -18.5% | +24.9% | -43.4% | -16.9% |
| 3M | -10.3% | +22.6% | -32.8% | -8.8% |
| 6M | +2.1% | +24.2% | -22.1% | +7.0% |
| YTD | +12.0% | -33.0% | +45.0% | +14.4% |
| 1Y | +49.8% | -13.3% | +63.1% | +17.7% |
| All | +49.8% | -15.2% | +65.0% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling