+400.4%
HBM vs EPAM
-81.7%
+482.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +6.0% |
| 7D | +7.4% | -0.9% | +8.2% | +7.5% |
| 30D | +5.1% | +18.4% | -13.3% | +2.4% |
| 3M | +11.1% | +19.2% | -8.1% | +7.5% |
| 6M | +30.2% | -21.0% | +51.2% | +34.2% |
| YTD | +46.2% | -43.7% | +89.9% | +58.3% |
| 1Y | +120.0% | -29.9% | +149.9% | +128.2% |
| 3Y | +527.4% | -56.5% | +584.0% | +586.2% |
| 5Y | +400.4% | -81.7% | +482.1% | +533.2% |
| All | +400.4% | -81.7% | +482.1% | +533.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling