+291.1%
HBM vs EPAM
+165.6%
+125.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.3% | +18.5% | -19.8% | -6.1% |
| 30D | -14.8% | +44.0% | -58.9% | -23.1% |
| 3M | -20.7% | +63.0% | -83.7% | -31.0% |
| 6M | -13.9% | +67.3% | -81.2% | -27.1% |
| YTD | +10.6% | -20.5% | +31.2% | +12.6% |
| 1Y | +32.4% | -9.6% | +42.0% | +29.8% |
| 3Y | +432.0% | -30.8% | +462.8% | +438.5% |
| 5Y | +205.5% | -75.6% | +281.1% | +307.2% |
| 10Y | +291.1% | +159.6% | +131.6% | +64.2% |
| All | +291.1% | +165.6% | +125.5% | +64.2% |
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