+131.7%
HBAN vs USFD
+346.4%
-214.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | +3.2% | +10.6% | -7.3% | -1.4% |
| 3M | -11.1% | -2.4% | -8.6% | -10.6% |
| 6M | +1.2% | +28.9% | -27.7% | -10.5% |
| YTD | -6.7% | +43.7% | -50.4% | -22.5% |
| 1Y | +2.4% | +48.5% | -46.1% | -16.4% |
| 3Y | +73.3% | +154.7% | -81.5% | +10.6% |
| 5Y | +20.7% | +218.4% | -197.6% | -31.9% |
| 10Y | +104.1% | +360.6% | -256.5% | -3.2% |
| All | +131.7% | +346.4% | -214.7% | +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