+13.0%
HSY vs EPAM
-81.9%
+94.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | -3.3% | +2.0% | -5.2% | -3.3% |
| 30D | -2.8% | +6.5% | -9.3% | -3.0% |
| 3M | -4.5% | +19.9% | -24.4% | -5.1% |
| 6M | -24.2% | -16.9% | -7.3% | -24.3% |
| YTD | -2.7% | -42.9% | +40.1% | -2.3% |
| 1Y | -3.7% | -30.4% | +26.6% | -3.7% |
| 3Y | -11.5% | -54.7% | +43.3% | -11.2% |
| All | +13.0% | -81.9% | +94.9% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling