-21.3%
HUT vs EPAM
-75.7%
+54.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.0% |
| 7D | +9.3% | +2.4% | +6.9% | +8.4% |
| 30D | -23.1% | +42.3% | -65.4% | -33.9% |
| 3M | -30.6% | +60.7% | -91.3% | -43.9% |
| 6M | -46.9% | +80.5% | -127.3% | -61.0% |
| YTD | +25.3% | -20.4% | +45.7% | +29.0% |
| 1Y | +59.8% | -9.6% | +69.4% | +54.5% |
| 3Y | +467.2% | -30.5% | +497.7% | +484.2% |
| All | -21.3% | -75.7% | +54.4% | +21.1% |
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