+129.2%
HPE vs USFD
+34.2%
+95.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.5% |
| 7D | -0.6% | -3.0% | +2.4% | -0.7% |
| 30D | -2.3% | +3.5% | -5.8% | -2.0% |
| 3M | -2.9% | +26.6% | -29.4% | -3.3% |
| 6M | +143.6% | +11.7% | +131.9% | +145.7% |
| YTD | +118.5% | +38.1% | +80.4% | +104.1% |
| 1Y | +129.2% | +33.4% | +95.8% | +120.2% |
| All | +129.2% | +34.2% | +95.0% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling