-8.6%
HAL vs USFD
+339.9%
-348.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -12.0% | +3.0% | -14.9% | -13.5% |
| 30D | +0.3% | +11.1% | -10.8% | -5.1% |
| 3M | -1.6% | -0.3% | -1.3% | -2.5% |
| 6M | -20.5% | +15.9% | -36.4% | -27.4% |
| YTD | +14.2% | +41.6% | -27.4% | -7.3% |
| 1Y | +18.9% | +49.4% | -30.5% | -6.5% |
| 3Y | -13.7% | +157.8% | -171.6% | -49.5% |
| 5Y | +42.2% | +176.6% | -134.5% | -23.6% |
| 10Y | -16.7% | +375.4% | -392.1% | -65.2% |
| All | -8.6% | +339.9% | -348.5% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling