+277.0%
HL vs USFD
+330.1%
-53.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +7.1% | -3.3% | +10.4% | +8.1% |
| 30D | +21.4% | -5.3% | +26.8% | +23.3% |
| 3M | +37.4% | +18.8% | +18.7% | +30.2% |
| 6M | +0.4% | +14.3% | -13.9% | -4.1% |
| YTD | +6.7% | +36.9% | -30.2% | -4.3% |
| 1Y | +102.4% | +31.7% | +70.6% | +83.2% |
| 3Y | +417.4% | +164.5% | +252.9% | +277.0% |
| 5Y | +243.3% | +212.6% | +30.7% | +134.6% |
| All | +277.0% | +330.1% | -53.1% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling