+244.6%
HUT vs EPAM
+40.0%
+204.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +34.9% | -1.1% | +36.0% | +35.0% |
| 30D | -25.9% | +41.8% | -67.7% | -36.7% |
| 3M | -31.7% | +63.4% | -95.1% | -45.8% |
| 6M | -42.2% | +72.2% | -114.4% | -57.3% |
| YTD | +34.9% | -20.0% | +54.9% | +36.1% |
| 1Y | +48.5% | -9.0% | +57.6% | +40.9% |
| 3Y | +471.2% | -30.4% | +501.6% | +480.5% |
| 5Y | -18.9% | -75.6% | +56.7% | +22.8% |
| All | +244.6% | +40.0% | +204.6% | +267.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling