+224.7%
HPE vs USFD
+156.3%
+68.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +7.9% | +1.7% | +6.2% | +7.5% |
| 30D | -23.5% | +10.2% | -33.6% | -25.5% |
| 3M | -19.1% | -1.5% | -17.6% | -18.7% |
| 6M | +51.4% | +27.3% | +24.1% | +37.8% |
| YTD | +103.4% | +44.0% | +59.5% | +68.2% |
| 1Y | +114.4% | +50.4% | +64.0% | +72.2% |
| 3Y | +224.7% | +153.6% | +71.1% | +104.0% |
| All | +224.7% | +156.3% | +68.4% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling