-35.7%
HDB vs USFD
+215.8%
-251.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.4% | -3.0% | +3.4% | +1.2% |
| 30D | -2.8% | +3.5% | -6.3% | -3.8% |
| 3M | -3.5% | +26.6% | -30.1% | -9.5% |
| 6M | -24.7% | +11.7% | -36.4% | -27.1% |
| YTD | -36.6% | +38.1% | -74.7% | -42.3% |
| 1Y | -34.4% | +33.4% | -67.8% | -39.8% |
| 3Y | -24.4% | +155.8% | -180.2% | -44.0% |
| All | -35.7% | +215.8% | -251.6% | -56.7% |
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 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