+123.6%
HOOD vs USFD
+212.9%
-89.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -3.8% | +1.7% | -5.4% | -4.8% |
| 30D | -23.0% | +10.2% | -33.1% | -27.9% |
| 3M | -21.6% | -1.5% | -20.2% | -21.3% |
| 6M | +1.4% | +27.3% | -25.9% | -15.8% |
| YTD | -31.2% | +44.0% | -75.1% | -50.4% |
| 1Y | -35.9% | +50.4% | -86.3% | -55.6% |
| 3Y | +836.9% | +153.6% | +683.4% | +351.5% |
| 5Y | +121.1% | +219.0% | -97.8% | -10.1% |
| All | +123.6% | +212.9% | -89.3% | -8.6% |
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