+133.6%
HOOD vs USFD
+212.3%
-78.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.5% | -2.9% |
| 7D | +3.8% | +1.3% | +2.5% | +2.9% |
| 30D | -26.4% | +10.6% | -37.0% | -31.3% |
| 3M | -14.3% | -2.4% | -11.9% | -13.4% |
| 6M | +3.9% | +28.9% | -25.0% | -14.5% |
| YTD | -28.1% | +43.7% | -71.8% | -48.1% |
| 1Y | -38.8% | +48.5% | -87.3% | -57.1% |
| 3Y | +888.5% | +154.7% | +733.8% | +374.8% |
| 5Y | +131.0% | +218.4% | -87.3% | -5.9% |
| All | +133.6% | +212.3% | -78.7% | -4.4% |
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