+165.3%
HIMS vs EPAM
-13.7%
+179.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.9% | +11.9% | +8.9% |
| 7D | -6.1% | +13.4% | -19.4% | -9.7% |
| 30D | -12.0% | +47.1% | -59.1% | -20.7% |
| 3M | -12.3% | +71.2% | -83.5% | -23.9% |
| 6M | -3.3% | +48.9% | -52.2% | -14.8% |
| YTD | -19.9% | -22.2% | +2.3% | -17.5% |
| 1Y | -37.4% | -5.2% | -32.2% | -38.9% |
| 3Y | +314.0% | -34.9% | +349.0% | +332.0% |
| 5Y | +212.1% | -77.4% | +289.5% | +280.4% |
| All | +165.3% | -13.7% | +179.0% | +187.4% |
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