+98.1%
HAS vs USFD
+365.4%
-267.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | +30.9% | +12.3% | +18.6% | +26.1% |
| 3M | +28.8% | -0.7% | +29.5% | +28.7% |
| 6M | +32.3% | +31.3% | +1.1% | +20.8% |
| YTD | +54.7% | +45.7% | +9.0% | +35.3% |
| 1Y | +63.2% | +52.1% | +11.1% | +40.6% |
| 3Y | +220.7% | +158.2% | +62.4% | +131.3% |
| 5Y | +53.3% | +213.8% | -160.4% | +2.4% |
| All | +98.1% | +365.4% | -267.3% | +16.8% |
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