+132.4%
HOOD vs USFD
+207.8%
-75.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -4.8% | +3.0% | -7.8% | -6.8% |
| 30D | -26.1% | +11.1% | -37.2% | -31.3% |
| 3M | -10.8% | -0.3% | -10.5% | -11.2% |
| 6M | +2.4% | +15.9% | -13.5% | -9.5% |
| YTD | -28.5% | +41.6% | -70.1% | -48.0% |
| 1Y | -36.3% | +49.4% | -85.7% | -55.7% |
| 3Y | +743.7% | +157.8% | +585.8% | +302.0% |
| 5Y | +118.6% | +176.6% | -58.0% | -10.2% |
| All | +132.4% | +207.8% | -75.4% | -4.1% |
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 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