+621.8%
HUBS vs EPAM
+271.2%
+350.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +8.3% | +2.4% | +5.9% | +6.7% |
| 30D | -4.0% | +42.3% | -46.3% | -22.3% |
| 3M | -9.7% | +60.7% | -70.3% | -31.2% |
| 6M | +21.4% | +80.5% | -59.1% | -11.7% |
| YTD | -45.9% | -20.4% | -25.5% | -40.8% |
| 1Y | -44.4% | -9.6% | -34.8% | -43.0% |
| 3Y | -49.7% | -30.5% | -19.2% | -45.5% |
| 5Y | -74.2% | -75.7% | +1.5% | -56.8% |
| 10Y | +275.5% | +160.1% | +115.5% | +63.5% |
| All | +621.8% | +271.2% | +350.5% | +190.5% |
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 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