+148.3%
HBAN vs USFD
+329.0%
-180.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.7% | -3.0% | +3.7% | +1.9% |
| 30D | -3.2% | +3.5% | -6.8% | -4.9% |
| 3M | +4.0% | +26.6% | -22.6% | -6.8% |
| 6M | +3.1% | +11.7% | -8.6% | -2.7% |
| YTD | 0.0% | +38.1% | -38.1% | -15.1% |
| 1Y | -1.2% | +33.4% | -34.6% | -15.0% |
| 3Y | +72.5% | +155.8% | -83.3% | +10.1% |
| 5Y | +39.3% | +214.0% | -174.7% | -20.9% |
| 10Y | +157.3% | +320.4% | -163.0% | +25.7% |
| All | +148.3% | +329.0% | -180.7% | +22.0% |
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