+138.4%
HON vs USFD
+306.5%
-168.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | +0.1% |
| 7D | -0.6% | -7.0% | +6.5% | +1.6% |
| 30D | -15.4% | -10.3% | -5.1% | -12.7% |
| 3M | -9.1% | +9.2% | -18.3% | -12.0% |
| 6M | -17.1% | +7.4% | -24.5% | -19.5% |
| YTD | +1.5% | +29.4% | -27.9% | -7.5% |
| 1Y | -1.3% | +24.8% | -26.2% | -9.3% |
| 3Y | +19.5% | +150.0% | -130.5% | -12.2% |
| 5Y | +3.1% | +195.5% | -192.4% | -29.9% |
| 10Y | +138.4% | +315.7% | -177.4% | +39.3% |
| All | +138.4% | +306.5% | -168.2% | +39.3% |
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