+5.8%
HSY vs EPAM
-11.8%
+17.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.5% |
| 7D | +1.3% | +9.1% | -7.8% | +0.7% |
| 30D | +6.6% | +38.5% | -31.9% | +5.0% |
| 3M | -4.1% | +61.0% | -65.1% | -6.1% |
| 6M | -5.2% | +58.0% | -63.3% | -8.3% |
| YTD | -2.5% | -23.5% | +20.9% | -9.3% |
| All | +5.8% | -11.8% | +17.6% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling