+192.7%
HUT vs EPAM
+36.2%
+156.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -3.9% | +18.4% | +16.0% |
| 7D | -11.4% | +13.4% | -24.7% | -17.0% |
| 30D | -41.0% | +47.1% | -88.1% | -50.5% |
| 3M | -41.9% | +71.2% | -113.1% | -54.8% |
| 6M | -51.7% | +48.9% | -100.6% | -62.0% |
| YTD | +14.6% | -22.2% | +36.8% | +17.0% |
| 1Y | +21.4% | -5.2% | +26.6% | +12.8% |
| 3Y | +359.8% | -34.9% | +394.8% | +381.3% |
| 5Y | -27.5% | -77.4% | +49.9% | +13.6% |
| All | +192.7% | +36.2% | +156.6% | +215.8% |
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 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