+72.1%
HDB vs USFD
+339.9%
-267.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +13.3% | +3.0% | +10.4% | +12.5% |
| 30D | +13.6% | +11.1% | +2.5% | +10.8% |
| 3M | +5.8% | -0.3% | +6.0% | +5.7% |
| 6M | -1.9% | +15.9% | -17.8% | -5.5% |
| YTD | -31.2% | +41.6% | -72.8% | -36.9% |
| 1Y | -29.6% | +49.4% | -79.0% | -36.3% |
| 3Y | -10.1% | +157.8% | -167.9% | -29.0% |
| 5Y | -24.3% | +176.6% | -201.0% | -42.3% |
| 10Y | +59.3% | +375.4% | -316.1% | +9.2% |
| All | +72.1% | +339.9% | -267.8% | +19.8% |
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 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