+97.7%
HAS vs USFD
+353.3%
-255.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.5% | -5.4% | +0.4% |
| 7D | +2.4% | +7.8% | -5.4% | -0.1% |
| 30D | +31.6% | +16.2% | +15.4% | +25.5% |
| 3M | +33.9% | +11.0% | +22.9% | +29.2% |
| 6M | +31.4% | +20.7% | +10.7% | +23.1% |
| YTD | +51.6% | +46.0% | +5.7% | +32.7% |
| 1Y | +65.2% | +49.8% | +15.4% | +43.0% |
| 3Y | +188.7% | +167.3% | +21.4% | +106.4% |
| 5Y | +55.7% | +197.2% | -141.5% | +5.8% |
| 10Y | +108.8% | +389.9% | -281.1% | +22.2% |
| All | +97.7% | +353.3% | -255.6% | +15.2% |
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