-13.9%
HUT vs EPAM
-76.2%
+62.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +7.8% |
| 7D | +24.8% | +18.5% | +6.2% | +15.7% |
| 30D | -28.4% | +44.0% | -72.4% | -38.7% |
| 3M | -31.2% | +63.0% | -94.2% | -44.8% |
| 6M | -40.2% | +67.3% | -107.5% | -54.8% |
| YTD | +32.9% | -20.5% | +53.4% | +36.9% |
| 1Y | +39.1% | -9.6% | +48.7% | +34.4% |
| 3Y | +462.8% | -30.8% | +493.6% | +480.7% |
| 5Y | -13.9% | -75.6% | +61.8% | +34.3% |
| All | -13.9% | -76.2% | +62.3% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling