+58.5%
HCA vs USFD
+149.2%
-90.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.5% | +10.4% | +6.3% |
| 7D | +4.9% | -7.0% | +11.9% | +6.8% |
| 30D | +1.9% | -10.3% | +12.2% | +4.7% |
| 3M | +12.7% | +9.2% | +3.6% | +9.9% |
| 6M | -22.3% | +7.4% | -29.8% | -24.2% |
| YTD | -9.3% | +29.4% | -38.7% | -16.6% |
| 1Y | +2.7% | +24.8% | -22.1% | -4.7% |
| All | +58.5% | +149.2% | -90.7% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling