+274.6%
HBM vs EPAM
+157.4%
+117.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.2% | +2.4% | -0.2% | +1.6% |
| 30D | -11.8% | +42.3% | -54.1% | -20.2% |
| 3M | -19.2% | +60.7% | -79.9% | -29.4% |
| 6M | -22.9% | +80.5% | -103.4% | -35.9% |
| YTD | +7.8% | -20.4% | +28.2% | +9.7% |
| 1Y | +34.9% | -9.6% | +44.5% | +32.3% |
| 3Y | +422.2% | -30.5% | +452.7% | +427.9% |
| 5Y | +192.8% | -75.7% | +268.5% | +291.3% |
| All | +274.6% | +157.4% | +117.2% | +54.8% |
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