+58.7%
HDB vs USFD
+329.0%
-270.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.4% | -3.0% | +3.4% | +1.1% |
| 30D | -2.8% | +3.5% | -6.3% | -3.6% |
| 3M | -3.5% | +26.6% | -30.1% | -8.7% |
| 6M | -24.7% | +11.7% | -36.4% | -26.8% |
| YTD | -36.6% | +38.1% | -74.7% | -41.4% |
| 1Y | -34.4% | +33.4% | -67.8% | -39.0% |
| 3Y | -24.4% | +155.8% | -180.2% | -40.2% |
| 5Y | -35.4% | +214.0% | -249.4% | -52.0% |
| 10Y | +39.5% | +320.4% | -280.8% | -3.1% |
| All | +58.7% | +329.0% | -270.4% | +11.2% |
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