+187.4%
HIMS vs EPAM
-37.5%
+225.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.0% |
| 7D | -0.9% | -0.9% | -0.1% | -0.8% |
| 30D | -10.8% | +18.4% | -29.2% | -14.3% |
| 3M | +3.7% | +19.2% | -15.5% | -2.1% |
| 6M | +79.0% | -21.0% | +99.9% | +87.2% |
| YTD | -13.2% | -43.7% | +30.5% | -2.1% |
| 1Y | -43.3% | -29.9% | -13.4% | -40.0% |
| 3Y | +331.4% | -56.5% | +387.9% | +402.5% |
| 5Y | +230.2% | -81.7% | +311.9% | +332.5% |
| All | +187.4% | -37.5% | +225.0% | +241.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling