-11.0%
HUM vs EPAM
-55.7%
+44.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -1.2% |
| 7D | +4.2% | +2.0% | +2.2% | +4.1% |
| 30D | +10.4% | +6.5% | +3.8% | +10.1% |
| 3M | +15.1% | +19.9% | -4.9% | +14.0% |
| 6M | +120.9% | -16.9% | +137.9% | +122.5% |
| YTD | +57.9% | -42.9% | +100.8% | +61.0% |
| 1Y | +30.6% | -30.4% | +60.9% | +31.7% |
| All | -11.0% | -55.7% | +44.7% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling