+139.3%
HOOD vs USFD
+217.2%
-77.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.0% |
| 7D | -0.6% | +3.9% | -4.5% | -3.2% |
| 30D | -23.6% | +12.8% | -36.4% | -29.7% |
| 3M | -10.7% | +1.0% | -11.7% | -11.8% |
| 6M | +8.2% | +30.3% | -22.1% | -11.7% |
| YTD | -26.3% | +46.0% | -72.3% | -47.4% |
| 1Y | -36.1% | +49.6% | -85.7% | -55.4% |
| 3Y | +950.7% | +166.3% | +784.4% | +389.7% |
| 5Y | +127.0% | +208.4% | -81.4% | -8.5% |
| All | +139.3% | +217.2% | -77.9% | -3.1% |
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