+154.8%
HPQ vs USFD
+368.6%
-213.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.9% |
| 7D | -0.6% | +3.9% | -4.5% | -2.1% |
| 30D | -6.5% | +12.8% | -19.3% | -10.6% |
| 3M | -5.1% | +1.0% | -6.0% | -5.8% |
| 6M | +27.3% | +30.3% | -3.0% | +14.2% |
| YTD | +31.7% | +46.0% | -14.3% | +11.3% |
| 1Y | +13.0% | +49.6% | -36.6% | -5.5% |
| 3Y | +18.3% | +166.3% | -148.0% | -21.8% |
| 5Y | +7.4% | +208.4% | -201.0% | -34.5% |
| 10Y | +154.8% | +371.2% | -216.5% | +19.6% |
| All | +154.8% | +368.6% | -213.8% | +19.6% |
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