+257.9%
HD vs USFD
+368.6%
-110.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.1% |
| 7D | +3.6% | +3.9% | -0.3% | +2.5% |
| 30D | +21.6% | +12.8% | +8.7% | +17.8% |
| 3M | +0.1% | +1.0% | -0.9% | -0.2% |
| 6M | +13.0% | +30.3% | -17.3% | +5.1% |
| YTD | +4.9% | +46.0% | -41.0% | -5.8% |
| 1Y | -2.1% | +49.6% | -51.7% | -12.8% |
| 3Y | +32.6% | +166.3% | -133.7% | +0.9% |
| 5Y | +8.2% | +208.4% | -200.2% | -22.1% |
| 10Y | +257.9% | +371.2% | -113.3% | +122.1% |
| All | +257.9% | +368.6% | -110.7% | +122.1% |
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