+123.3%
HSY vs EPAM
+170.1%
-46.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.7% |
| 7D | +7.5% | +13.4% | -5.9% | +6.3% |
| 30D | +11.1% | +47.1% | -36.0% | +7.5% |
| 3M | -1.9% | +71.2% | -73.1% | -6.3% |
| 6M | -3.0% | +48.9% | -51.9% | -6.7% |
| YTD | 0.0% | -22.2% | +22.3% | +0.7% |
| 1Y | +9.4% | -5.2% | +14.6% | +8.3% |
| 3Y | +3.8% | -34.9% | +38.7% | +4.2% |
| 5Y | +15.2% | -77.4% | +92.6% | +29.4% |
| All | +123.3% | +170.1% | -46.8% | +67.0% |
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