+236.6%
HD vs USFD
+340.6%
-104.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.8% |
| 7D | +6.4% | +3.9% | +2.5% | +5.3% |
| 30D | +22.1% | +10.7% | +11.4% | +18.9% |
| 3M | -0.2% | +6.3% | -6.5% | -1.9% |
| 6M | +12.6% | +16.2% | -3.6% | +7.8% |
| YTD | +3.9% | +41.9% | -38.0% | -6.0% |
| 1Y | -3.7% | +44.2% | -47.9% | -13.5% |
| 3Y | +27.9% | +159.8% | -131.9% | -2.2% |
| 5Y | +7.8% | +177.1% | -169.3% | -20.4% |
| 10Y | +269.4% | +376.2% | -106.8% | +114.9% |
| All | +236.6% | +340.6% | -104.0% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling