+495.9%
HPE vs USFD
+322.5%
+173.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.7% | +8.1% |
| 7D | +10.1% | -3.3% | +13.5% | +11.5% |
| 30D | +5.3% | -5.3% | +10.6% | +7.3% |
| 3M | +12.7% | +18.8% | -6.1% | +4.8% |
| 6M | +167.7% | +14.3% | +153.4% | +151.5% |
| YTD | +135.5% | +36.9% | +98.6% | +104.0% |
| 1Y | +143.4% | +31.7% | +111.7% | +113.8% |
| 3Y | +249.2% | +164.5% | +84.7% | +134.3% |
| 5Y | +343.8% | +212.6% | +131.3% | +173.8% |
| 10Y | +495.9% | +329.7% | +166.1% | +204.7% |
| All | +495.9% | +322.5% | +173.4% | +204.7% |
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