+212.1%
HPQ vs USFD
+339.9%
-127.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | -1.1% | +3.0% | -4.1% | -2.2% |
| 30D | -11.7% | +11.1% | -22.8% | -15.2% |
| 3M | +2.0% | -0.3% | +2.3% | +1.7% |
| 6M | +35.9% | +15.9% | +20.0% | +27.3% |
| YTD | +32.7% | +41.6% | -9.0% | +13.5% |
| 1Y | +14.3% | +49.4% | -35.1% | -4.3% |
| 3Y | +17.8% | +157.8% | -140.0% | -21.1% |
| 5Y | +7.6% | +176.6% | -169.1% | -31.6% |
| 10Y | +171.7% | +375.4% | -203.7% | +26.5% |
| All | +212.1% | +339.9% | -127.8% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling