+198.9%
HPQ vs USFD
+322.5%
-123.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -0.5% | -3.3% | +2.9% | +0.8% |
| 30D | +3.7% | -5.3% | +9.0% | +5.8% |
| 3M | +24.3% | +18.8% | +5.5% | +16.1% |
| 6M | +64.8% | +14.3% | +50.5% | +55.4% |
| YTD | +43.9% | +36.9% | +7.0% | +25.1% |
| 1Y | +11.7% | +31.7% | -20.1% | -1.6% |
| 3Y | +19.7% | +164.5% | -144.8% | -20.7% |
| 5Y | +32.2% | +212.6% | -180.4% | -19.8% |
| 10Y | +198.9% | +329.7% | -130.8% | +42.6% |
| All | +198.9% | +322.5% | -123.6% | +42.6% |
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