+162.6%
HON vs USFD
+353.4%
-190.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.2% |
| 7D | +2.3% | +3.9% | -1.6% | +1.1% |
| 30D | +10.2% | +12.8% | -2.6% | +6.2% |
| 3M | -6.7% | +1.0% | -7.7% | -7.2% |
| 6M | +3.3% | +30.3% | -26.9% | -5.4% |
| YTD | +13.4% | +46.0% | -32.5% | -0.5% |
| 1Y | +14.7% | +49.6% | -34.9% | -0.3% |
| 3Y | +33.4% | +166.3% | -132.8% | -3.7% |
| 5Y | +12.7% | +208.4% | -195.7% | -24.0% |
| 10Y | +164.1% | +371.2% | -207.1% | +49.2% |
| All | +162.6% | +353.4% | -190.7% | +48.7% |
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