+389.4%
HPE vs USFD
+365.4%
+23.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.5% |
| 30D | -28.6% | +12.3% | -40.9% | -31.9% |
| 3M | -7.4% | -0.7% | -6.7% | -7.9% |
| 6M | +63.7% | +31.3% | +32.4% | +45.3% |
| YTD | +111.7% | +45.7% | +66.0% | +78.0% |
| 1Y | +123.5% | +52.1% | +71.4% | +84.5% |
| 3Y | +238.7% | +158.2% | +80.5% | +128.2% |
| 5Y | +261.0% | +213.8% | +47.3% | +121.5% |
| All | +389.4% | +365.4% | +23.9% | +155.3% |
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