+432.4%
HL vs USFD
+329.0%
+103.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +1.5% | -3.0% | +4.5% | +2.3% |
| 30D | +25.1% | +3.5% | +21.5% | +23.6% |
| 3M | +22.9% | +26.6% | -3.7% | +14.1% |
| 6M | -4.9% | +11.7% | -16.6% | -8.6% |
| YTD | +7.8% | +38.1% | -30.3% | -3.6% |
| 1Y | +133.9% | +33.4% | +100.5% | +110.9% |
| 3Y | +380.9% | +155.8% | +225.1% | +253.1% |
| 5Y | +230.2% | +214.0% | +16.2% | +124.7% |
| 10Y | +265.6% | +320.4% | -54.8% | +102.4% |
| All | +432.4% | +329.0% | +103.3% | +199.2% |
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