-2.7%
HD vs USFD
+52.5%
-55.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +20.9% | +12.3% | +8.5% | +17.2% |
| 3M | -0.2% | -0.7% | +0.5% | -0.7% |
| 6M | +14.5% | +31.3% | -16.8% | +7.4% |
| YTD | +4.3% | +45.7% | -41.4% | -0.8% |
| All | -2.7% | +52.5% | -55.1% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling