+647.9%
HBM vs EPAM
+63.0%
+584.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +5.5% | -2.2% | +7.7% | +6.1% |
| 30D | +3.3% | +17.8% | -14.5% | -1.0% |
| 3M | +12.7% | +19.9% | -7.2% | +6.0% |
| 6M | +28.2% | -21.6% | +49.8% | +33.9% |
| YTD | +45.3% | -44.0% | +89.3% | +63.8% |
| 1Y | +121.7% | -30.5% | +152.2% | +133.9% |
| 3Y | +523.5% | -56.8% | +580.3% | +623.5% |
| 5Y | +393.9% | -81.7% | +475.6% | +598.5% |
| 10Y | +647.9% | +68.4% | +579.5% | +319.2% |
| All | +647.9% | +63.0% | +584.9% | +319.2% |
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