+693.1%
HUBB vs EPAM
+1,093.7%
-400.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -1.6% |
| 7D | -2.6% | +18.8% | -21.4% | -5.7% |
| 30D | -7.7% | +44.9% | -52.6% | -13.6% |
| 3M | -13.0% | +68.6% | -81.6% | -20.9% |
| 6M | -10.6% | +65.4% | -76.0% | -19.5% |
| YTD | -0.6% | -19.9% | +19.3% | +0.8% |
| 1Y | -4.1% | -10.0% | +5.9% | -5.0% |
| 3Y | +57.2% | -30.3% | +87.4% | +58.1% |
| 5Y | +127.2% | -75.7% | +202.8% | +161.4% |
| 10Y | +386.2% | +167.2% | +219.0% | +237.7% |
| All | +693.1% | +1,093.7% | -400.6% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling