-19.1%
HAL vs USFD
+368.6%
-387.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -1.3% |
| 7D | -7.9% | +3.9% | -11.8% | -9.9% |
| 30D | -2.1% | +12.8% | -14.9% | -8.1% |
| 3M | +0.4% | +1.0% | -0.5% | -1.1% |
| 6M | -19.2% | +30.3% | -49.5% | -30.3% |
| YTD | +14.4% | +46.0% | -31.6% | -8.6% |
| 1Y | +18.0% | +49.6% | -31.6% | -7.2% |
| 3Y | -9.7% | +166.3% | -176.0% | -48.1% |
| 5Y | +40.1% | +208.4% | -168.2% | -29.1% |
| 10Y | -19.1% | +371.2% | -390.4% | -62.4% |
| All | -19.1% | +368.6% | -387.7% | -62.4% |
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