+365.4%
HPE vs USFD
+368.6%
-3.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.1% | +5.1% |
| 7D | -7.1% | +3.9% | -11.0% | -8.6% |
| 30D | -35.3% | +12.8% | -48.1% | -38.4% |
| 3M | -10.4% | +1.0% | -11.4% | -11.5% |
| 6M | +52.5% | +30.3% | +22.2% | +35.7% |
| YTD | +100.3% | +46.0% | +54.3% | +68.3% |
| 1Y | +106.4% | +49.6% | +56.8% | +71.5% |
| 3Y | +227.4% | +166.3% | +61.1% | +118.0% |
| 5Y | +250.6% | +208.4% | +42.2% | +116.4% |
| 10Y | +365.4% | +371.2% | -5.9% | +139.7% |
| All | +365.4% | +368.6% | -3.3% | +139.7% |
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