+155.5%
HUT vs EPAM
+41.6%
+113.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +20.6% | -26.7% | -13.6% |
| 7D | -30.8% | +23.0% | -53.9% | -37.2% |
| 30D | -50.2% | +51.6% | -101.8% | -58.5% |
| 3M | -50.5% | +50.8% | -101.3% | -59.5% |
| 6M | -42.9% | +51.1% | -94.1% | -55.3% |
| YTD | 0.0% | -19.1% | +19.1% | +0.9% |
| 1Y | -2.2% | +3.0% | -5.2% | -12.3% |
| 3Y | +289.4% | -31.2% | +320.6% | +299.3% |
| 5Y | -36.7% | -76.5% | +39.8% | -2.1% |
| All | +155.5% | +41.6% | +113.9% | +172.3% |
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 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