+51.2%
HAS vs USFD
+184.3%
-133.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.7% |
| 7D | 0.0% | +3.9% | -3.9% | -1.5% |
| 30D | +31.3% | +10.7% | +20.6% | +26.5% |
| 3M | +32.1% | +6.3% | +25.8% | +28.7% |
| 6M | +28.1% | +16.2% | +11.9% | +20.3% |
| YTD | +49.1% | +41.9% | +7.2% | +27.8% |
| 1Y | +60.5% | +44.2% | +16.3% | +36.4% |
| 3Y | +183.9% | +159.8% | +24.1% | +86.1% |
| 5Y | +51.2% | +177.1% | -125.9% | -7.8% |
| All | +51.2% | +184.3% | -133.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling