+64.8%
HCA vs USFD
+214.9%
-150.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.8% | -3.3% | +0.6% | -1.7% |
| 30D | -2.7% | -5.3% | +2.6% | -1.0% |
| 3M | +11.5% | +18.8% | -7.3% | +5.3% |
| 6M | -24.3% | +14.3% | -38.6% | -27.8% |
| YTD | -13.6% | +36.9% | -50.5% | -23.0% |
| 1Y | -3.2% | +31.7% | -34.9% | -12.7% |
| 3Y | +50.4% | +164.5% | -114.1% | +3.7% |
| 5Y | +64.8% | +212.6% | -147.8% | +0.2% |
| All | +64.8% | +214.9% | -150.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling