+208.8%
HD vs USFD
+329.0%
-120.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -2.1% | -3.0% | +1.0% | -1.3% |
| 30D | -8.4% | +3.5% | -11.9% | -9.4% |
| 3M | +4.3% | +26.6% | -22.2% | -2.2% |
| 6M | -11.1% | +11.7% | -22.8% | -14.0% |
| YTD | -4.7% | +38.1% | -42.8% | -13.1% |
| 1Y | -19.8% | +33.4% | -53.2% | -26.4% |
| 3Y | +4.1% | +155.8% | -151.7% | -20.1% |
| 5Y | +10.3% | +214.0% | -203.7% | -21.1% |
| 10Y | +203.2% | +320.4% | -117.2% | +82.4% |
| All | +208.8% | +329.0% | -120.2% | +85.3% |
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