+10.8%
HD vs USFD
+215.8%
-205.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -2.1% | -3.0% | +1.0% | -1.1% |
| 30D | -8.4% | +3.5% | -11.9% | -9.6% |
| 3M | +4.3% | +26.6% | -22.2% | -3.7% |
| 6M | -11.1% | +11.7% | -22.8% | -14.6% |
| YTD | -4.7% | +38.1% | -42.8% | -15.2% |
| 1Y | -19.8% | +33.4% | -53.2% | -28.0% |
| 3Y | +4.1% | +155.8% | -151.7% | -26.0% |
| All | +10.8% | +215.8% | -205.1% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling