+121.3%
HBM vs EPAM
-32.1%
+153.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -1.1% |
| 7D | -6.4% | +2.0% | -8.3% | -6.2% |
| 30D | +5.9% | +6.5% | -0.6% | +6.2% |
| 3M | -8.9% | +19.9% | -28.8% | -6.7% |
| 6M | +10.7% | -16.9% | +27.6% | +13.8% |
| YTD | +38.3% | -42.9% | +81.1% | +41.6% |
| 1Y | +121.3% | -30.4% | +151.7% | +126.7% |
| All | +121.3% | -32.1% | +153.5% | +126.7% |
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