-8.4%
HAL vs USFD
+340.6%
-349.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.0% |
| 7D | -11.1% | +3.9% | -15.0% | -13.1% |
| 30D | -2.4% | +10.7% | -13.1% | -7.6% |
| 3M | +0.8% | +6.3% | -5.5% | -3.2% |
| 6M | -22.8% | +16.2% | -39.0% | -29.6% |
| YTD | +14.5% | +41.9% | -27.4% | -7.1% |
| 1Y | +20.2% | +44.2% | -24.0% | -3.8% |
| 3Y | -15.2% | +159.8% | -175.0% | -50.5% |
| 5Y | +42.5% | +177.1% | -134.6% | -23.5% |
| 10Y | -16.5% | +376.2% | -392.7% | -65.1% |
| All | -8.4% | +340.6% | -349.0% | -60.4% |
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 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