+50.4%
HAS vs USFD
+329.0%
-278.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -1.8% | -3.0% | +1.2% | -0.9% |
| 30D | +2.3% | +3.5% | -1.3% | +1.1% |
| 3M | +10.4% | +26.6% | -16.2% | +2.2% |
| 6M | -3.2% | +11.7% | -14.9% | -6.9% |
| YTD | +15.4% | +38.1% | -22.7% | +2.9% |
| 1Y | +18.8% | +33.4% | -14.6% | +6.9% |
| 3Y | +43.9% | +155.8% | -111.9% | +4.5% |
| 5Y | +13.9% | +214.0% | -200.1% | -23.8% |
| 10Y | +56.4% | +320.4% | -263.9% | -6.4% |
| All | +50.4% | +329.0% | -278.6% | -10.6% |
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