+189.2%
HAS vs USFD
+159.2%
+30.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | +3.0% | -3.1% | -1.0% |
| 30D | +31.0% | +11.1% | +20.0% | +27.3% |
| 3M | +30.7% | -0.3% | +30.9% | +30.5% |
| 6M | +23.9% | +15.9% | +8.0% | +18.4% |
| YTD | +48.3% | +41.6% | +6.7% | +31.0% |
| 1Y | +60.2% | +49.4% | +10.8% | +38.5% |
| 3Y | +189.2% | +157.8% | +31.4% | +115.9% |
| All | +189.2% | +159.2% | +30.0% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling