-66.7%
HUBS vs EPAM
-82.0%
+15.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -12.4% | -4.5% | -7.9% | -10.5% |
| 30D | +1.4% | +14.6% | -13.3% | -4.6% |
| 3M | +16.0% | +23.1% | -7.1% | +6.6% |
| 6M | -17.0% | -19.5% | +2.5% | -8.0% |
| YTD | -44.3% | -44.1% | -0.2% | -28.7% |
| 1Y | -54.3% | -25.2% | -29.1% | -48.3% |
| 3Y | -58.4% | -56.8% | -1.5% | -44.4% |
| 5Y | -66.7% | -81.7% | +15.1% | -36.2% |
| All | -66.7% | -82.0% | +15.3% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling