+2.9%
HAL vs USFD
+321.9%
-319.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.9% | -3.0% | +5.9% | +4.4% |
| 30D | +17.0% | +3.5% | +13.5% | +14.8% |
| 3M | -9.7% | +26.6% | -36.2% | -20.2% |
| 6M | +8.6% | +11.7% | -3.1% | +1.2% |
| YTD | +33.0% | +38.1% | -5.1% | +10.1% |
| 1Y | +68.3% | +33.4% | +34.9% | +41.0% |
| 3Y | +0.1% | +155.8% | -155.7% | -41.1% |
| 5Y | +102.6% | +214.0% | -111.4% | +1.6% |
| All | +2.9% | +321.9% | -319.0% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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