+133.9%
HL vs USFD
+34.2%
+99.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +1.5% | -3.0% | +4.5% | +1.4% |
| 30D | +25.1% | +3.5% | +21.5% | +25.4% |
| 3M | +22.9% | +26.6% | -3.7% | +23.2% |
| 6M | -4.9% | +11.7% | -16.6% | -3.8% |
| YTD | +7.8% | +38.1% | -30.3% | +2.7% |
| 1Y | +133.9% | +33.4% | +100.5% | +111.8% |
| All | +133.9% | +34.2% | +99.7% | +111.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling