+10.6%
HSY vs EPAM
-75.8%
+86.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -2.3% | -1.1% | -1.2% | -2.3% |
| 30D | +6.3% | +41.8% | -35.6% | +5.3% |
| 3M | -5.2% | +63.4% | -68.6% | -6.4% |
| 6M | -8.3% | +72.2% | -80.5% | -9.7% |
| YTD | -2.7% | -20.0% | +17.4% | -3.1% |
| 1Y | +0.1% | -9.0% | +9.2% | -0.6% |
| 3Y | -1.0% | -30.4% | +29.3% | -1.8% |
| 5Y | +10.6% | -75.6% | +86.2% | +11.4% |
| All | +10.6% | -75.8% | +86.4% | +11.4% |
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