+254.2%
HD vs USFD
+369.7%
-115.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +4.3% | +3.0% | +1.4% | +3.5% |
| 30D | +20.2% | +11.1% | +9.1% | +17.0% |
| 3M | -1.0% | -0.3% | -0.7% | -1.0% |
| 6M | +7.9% | +15.9% | -8.0% | +3.5% |
| YTD | +2.0% | +41.6% | -39.6% | -7.7% |
| 1Y | -4.3% | +49.4% | -53.7% | -14.7% |
| 3Y | +25.9% | +157.8% | -131.9% | -3.3% |
| 5Y | +5.8% | +176.6% | -170.8% | -21.8% |
| All | +254.2% | +369.7% | -115.5% | +123.2% |
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