+494.1%
HUM vs EPAM
+1,091.5%
-597.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +7.7% | -1.1% | +8.9% | +7.8% |
| 30D | +5.8% | +41.8% | -36.1% | +1.3% |
| 3M | +14.3% | +63.4% | -49.0% | +7.6% |
| 6M | +50.9% | +72.2% | -21.3% | +40.1% |
| YTD | +74.9% | -20.0% | +94.9% | +76.8% |
| 1Y | +86.9% | -9.0% | +95.9% | +85.9% |
| 3Y | -6.7% | -30.4% | +23.7% | -6.5% |
| 5Y | +4.8% | -75.6% | +80.4% | +16.0% |
| 10Y | +150.1% | +161.2% | -11.1% | +80.4% |
| All | +494.1% | +1,091.5% | -597.4% | +280.0% |
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