+250.7%
HOOD vs USFD
+200.2%
+50.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +17.1% | -3.0% | +20.1% | +19.3% |
| 30D | +31.6% | +3.5% | +28.1% | +28.1% |
| 3M | +38.2% | +26.6% | +11.7% | +15.9% |
| 6M | +48.5% | +11.7% | +36.8% | +34.8% |
| YTD | +8.0% | +38.1% | -30.2% | -19.7% |
| 1Y | +18.7% | +33.4% | -14.7% | -9.4% |
| 3Y | +999.1% | +155.8% | +843.3% | +428.3% |
| 5Y | +181.7% | +214.0% | -32.4% | +20.5% |
| All | +250.7% | +200.2% | +50.5% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling