+247.2%
HD vs USFD
+369.2%
-122.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.2% | +8.4% | -3.2% | +3.0% |
| 30D | +20.7% | +12.7% | +8.0% | +17.0% |
| 3M | +0.8% | +1.1% | -0.3% | +0.4% |
| 6M | +12.2% | +30.2% | -17.9% | +4.4% |
| YTD | +4.2% | +45.8% | -41.6% | -6.4% |
| 1Y | -2.6% | +51.9% | -54.5% | -13.6% |
| 3Y | +30.0% | +158.5% | -128.5% | -0.3% |
| 5Y | +8.1% | +208.0% | -200.0% | -22.2% |
| 10Y | +247.2% | +376.6% | -129.4% | +112.2% |
| All | +247.2% | +369.2% | -122.1% | +112.2% |
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 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