-14.9%
HAL vs USFD
+359.9%
-374.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +6.1% | +1.7% | +4.4% | +5.2% |
| 30D | +2.9% | +10.2% | -7.3% | -2.3% |
| 3M | +3.3% | -1.5% | +4.8% | +3.0% |
| 6M | -16.9% | +27.3% | -44.3% | -27.5% |
| YTD | +21.2% | +44.0% | -22.8% | -2.5% |
| 1Y | +27.5% | +50.4% | -22.8% | 0.0% |
| 3Y | -6.4% | +153.6% | -160.0% | -44.9% |
| 5Y | +58.0% | +219.0% | -161.0% | -21.6% |
| All | -14.9% | +359.9% | -374.8% | -61.3% |
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