+156.1%
HPQ vs USFD
+359.9%
-203.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +3.2% | +1.7% | +1.5% | +2.5% |
| 30D | -3.6% | +10.2% | -13.8% | -7.1% |
| 3M | -5.3% | -1.5% | -3.8% | -5.1% |
| 6M | +41.1% | +27.3% | +13.8% | +27.7% |
| YTD | +36.9% | +44.0% | -7.1% | +16.3% |
| 1Y | +23.5% | +50.4% | -26.8% | +3.1% |
| 3Y | +19.6% | +153.6% | -134.0% | -19.4% |
| 5Y | +11.4% | +219.0% | -207.6% | -32.9% |
| All | +156.1% | +359.9% | -203.9% | +25.4% |
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