+686.6%
HCA vs USFD
+375.5%
+311.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +10.3% | +12.3% | -2.0% | +5.2% |
| 3M | +23.2% | -0.7% | +23.9% | +23.2% |
| 6M | +19.1% | +31.3% | -12.1% | +5.8% |
| YTD | +9.0% | +45.7% | -36.7% | -8.4% |
| 1Y | +10.2% | +52.1% | -41.9% | -9.1% |
| 3Y | +122.4% | +158.2% | -35.9% | +42.9% |
| 5Y | +116.3% | +213.8% | -97.5% | +23.1% |
| 10Y | +686.6% | +367.0% | +319.6% | +211.1% |
| All | +686.6% | +375.5% | +311.1% | +211.1% |
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