+48.2%
USHY vs EPAM
+79.3%
-31.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +0.3% | +41.8% | -41.6% | -2.3% |
| 3M | -1.7% | +63.4% | -65.1% | -5.2% |
| 6M | -0.4% | +72.2% | -72.6% | -4.7% |
| YTD | +0.7% | -20.0% | +20.8% | +1.5% |
| 1Y | +1.8% | -9.0% | +10.8% | +1.6% |
| 3Y | +25.3% | -30.4% | +55.7% | +25.7% |
| 5Y | +19.9% | -75.6% | +95.5% | +28.7% |
| All | +48.2% | +79.3% | -31.2% | +27.5% |
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