+34.9%
HBM vs EPAM
-8.3%
+43.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | +2.2% | +2.4% | -0.2% | +2.7% |
| 30D | -11.8% | +42.3% | -54.1% | -7.3% |
| 3M | -19.2% | +60.7% | -79.9% | -14.1% |
| 6M | -22.9% | +80.5% | -103.4% | -15.4% |
| YTD | +7.8% | -20.4% | +28.2% | +11.0% |
| 1Y | +34.9% | -9.6% | +44.5% | +17.1% |
| All | +34.9% | -8.3% | +43.2% | +17.1% |
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