+433.0%
HUBB vs EPAM
+65.2%
+367.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +4.8% | -0.9% | +5.7% | +5.0% |
| 30D | -9.3% | +18.4% | -27.7% | -12.1% |
| 3M | -3.9% | +19.2% | -23.1% | -7.9% |
| 6M | -0.8% | -21.0% | +20.1% | +2.3% |
| YTD | +5.6% | -43.7% | +49.3% | +15.2% |
| 1Y | +7.7% | -29.9% | +37.6% | +11.9% |
| 3Y | +47.5% | -56.5% | +104.0% | +63.4% |
| 5Y | +153.7% | -81.7% | +235.4% | +221.7% |
| 10Y | +433.0% | +64.5% | +368.5% | +231.1% |
| All | +433.0% | +65.2% | +367.8% | +231.1% |
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 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