+296.7%
HL vs USFD
+353.4%
-56.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.5% | +3.7% |
| 7D | +13.8% | +3.9% | +9.9% | +12.7% |
| 30D | -9.7% | +12.8% | -22.6% | -12.7% |
| 3M | -8.5% | +1.0% | -9.5% | -8.9% |
| 6M | -17.2% | +30.3% | -47.4% | -23.8% |
| YTD | -19.6% | +46.0% | -65.6% | -29.3% |
| 1Y | +11.1% | +49.6% | -38.5% | -2.8% |
| 3Y | +299.7% | +166.3% | +133.4% | +189.9% |
| 5Y | +156.5% | +208.4% | -51.9% | +75.4% |
| 10Y | +122.4% | +371.2% | -248.9% | +17.3% |
| All | +296.7% | +353.4% | -56.7% | +119.4% |
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