+131.1%
HSY vs EPAM
+165.6%
-34.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.1% | +18.5% | -17.4% | -0.5% |
| 30D | +7.7% | +44.0% | -36.4% | +4.4% |
| 3M | -2.3% | +63.0% | -65.3% | -6.3% |
| 6M | -5.3% | +67.3% | -72.6% | -9.8% |
| YTD | -0.9% | -20.5% | +19.6% | -0.4% |
| 1Y | +5.2% | -9.6% | +14.9% | +4.6% |
| 3Y | +0.7% | -30.8% | +31.6% | +0.6% |
| 5Y | +12.2% | -75.6% | +87.8% | +24.5% |
| 10Y | +131.1% | +159.6% | -28.5% | +70.7% |
| All | +131.1% | +165.6% | -34.5% | +70.7% |
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