-13.9%
HBM vs EPAM
+64.0%
-77.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.2% |
| 7D | -1.3% | +18.5% | -19.8% | +2.9% |
| 30D | -14.8% | +44.0% | -58.9% | -9.0% |
| 3M | -20.7% | +63.0% | -83.7% | -13.9% |
| 6M | -13.9% | +67.3% | -81.2% | -2.5% |
| All | -13.9% | +64.0% | -77.9% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling