+152.4%
HON vs USFD
+339.9%
-187.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +0.8% | +3.0% | -2.2% | -0.2% |
| 30D | +5.7% | +11.1% | -5.3% | +2.4% |
| 3M | -8.3% | -0.3% | -8.0% | -8.5% |
| 6M | -2.4% | +15.9% | -18.3% | -7.5% |
| YTD | +9.0% | +41.6% | -32.6% | -3.5% |
| 1Y | +9.2% | +49.4% | -40.2% | -5.1% |
| 3Y | +26.3% | +157.8% | -131.5% | -7.9% |
| 5Y | +9.1% | +176.6% | -167.5% | -24.1% |
| 10Y | +163.4% | +375.4% | -211.9% | +48.9% |
| All | +152.4% | +339.9% | -187.5% | +44.1% |
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 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