+153.3%
HBAN vs USFD
+310.2%
-156.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -1.9% | -8.0% | +6.1% | +1.6% |
| 30D | -5.9% | -13.1% | +7.2% | -0.1% |
| 3M | +0.2% | +6.5% | -6.3% | -3.1% |
| 6M | +6.6% | +5.7% | +0.9% | +2.9% |
| YTD | -1.7% | +27.5% | -29.2% | -13.8% |
| 1Y | -1.7% | +23.4% | -25.2% | -12.7% |
| 3Y | +74.9% | +146.4% | -71.5% | +13.1% |
| 5Y | +36.0% | +196.8% | -160.8% | -21.2% |
| All | +153.3% | +310.2% | -156.9% | +29.3% |
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