+466.3%
HCA vs USFD
+329.0%
+137.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -3.1% | -3.0% | -0.1% | -1.8% |
| 30D | -1.1% | +3.5% | -4.7% | -2.7% |
| 3M | +12.2% | +26.6% | -14.4% | +1.5% |
| 6M | -25.3% | +11.7% | -37.1% | -29.1% |
| YTD | -12.9% | +38.1% | -51.1% | -24.9% |
| 1Y | -0.9% | +33.4% | -34.3% | -13.5% |
| 3Y | +47.6% | +155.8% | -108.2% | -4.6% |
| 5Y | +67.0% | +214.0% | -147.1% | -5.1% |
| 10Y | +471.4% | +320.4% | +151.1% | +129.5% |
| All | +466.3% | +329.0% | +137.3% | +127.8% |
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