+376.9%
HUBB vs EPAM
+157.4%
+219.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +1.8% | +2.4% | -0.7% | +1.3% |
| 30D | -7.7% | +42.3% | -50.0% | -13.7% |
| 3M | -13.6% | +60.7% | -74.2% | -21.1% |
| 6M | -9.1% | +80.5% | -89.6% | -20.0% |
| YTD | -0.7% | -20.4% | +19.6% | +1.2% |
| 1Y | +1.1% | -9.6% | +10.7% | +0.3% |
| 3Y | +56.2% | -30.5% | +86.7% | +57.6% |
| 5Y | +126.6% | -75.7% | +202.3% | +176.1% |
| All | +376.9% | +157.4% | +219.5% | +171.5% |
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 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