+133.3%
HBAN vs USFD
+353.0%
-219.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | +8.4% | -8.5% | -3.7% |
| 30D | +3.4% | +12.7% | -9.4% | -2.1% |
| 3M | -9.1% | +1.1% | -10.2% | -10.0% |
| 6M | +0.1% | +30.2% | -30.0% | -11.8% |
| YTD | -6.0% | +45.8% | -51.9% | -22.4% |
| 1Y | +4.0% | +51.9% | -47.9% | -15.9% |
| 3Y | +74.5% | +158.5% | -84.0% | +10.6% |
| 5Y | +24.3% | +208.0% | -183.7% | -28.9% |
| 10Y | +107.3% | +376.6% | -269.3% | -2.5% |
| All | +133.3% | +353.0% | -219.7% | +11.4% |
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