+142.9%
HOOD vs USFD
+216.6%
-73.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | -3.2% | -0.2% | -3.1% | -3.0% |
| 30D | -22.6% | +12.3% | -34.9% | -28.5% |
| 3M | -10.4% | -0.7% | -9.7% | -10.5% |
| 6M | +4.7% | +31.3% | -26.6% | -15.0% |
| YTD | -25.2% | +45.7% | -70.9% | -46.6% |
| 1Y | -35.9% | +52.1% | -88.0% | -55.8% |
| 3Y | +927.7% | +158.2% | +769.5% | +389.2% |
| 5Y | +147.5% | +213.8% | -66.2% | -0.1% |
| All | +142.9% | +216.6% | -73.7% | -1.5% |
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