+722.6%
HUBS vs EPAM
+166.3%
+556.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.6% | -1.7% |
| 7D | -5.0% | +2.0% | -7.0% | -6.0% |
| 30D | -1.0% | +6.5% | -7.6% | -3.3% |
| 3M | +12.4% | +19.9% | -7.6% | +3.1% |
| 6M | -11.1% | -16.9% | +5.8% | -0.7% |
| YTD | -38.3% | -42.9% | +4.6% | -17.7% |
| 1Y | -46.7% | -30.4% | -16.3% | -36.2% |
| 3Y | -55.1% | -54.7% | -0.4% | -37.7% |
| 5Y | -64.8% | -81.8% | +17.0% | -30.1% |
| 10Y | +334.3% | +65.5% | +268.9% | +142.1% |
| All | +722.6% | +166.3% | +556.3% | +304.1% |
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