+254.5%
HPQ vs USFD
+329.0%
-74.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +6.9% | -3.0% | +10.0% | +8.2% |
| 30D | +14.4% | +3.5% | +10.9% | +12.8% |
| 3M | +25.6% | +26.6% | -1.0% | +14.5% |
| 6M | +75.0% | +11.7% | +63.3% | +66.5% |
| YTD | +50.7% | +38.1% | +12.6% | +30.6% |
| 1Y | +18.7% | +33.4% | -14.7% | +4.1% |
| 3Y | +21.5% | +155.8% | -134.3% | -18.3% |
| 5Y | +31.6% | +214.0% | -182.5% | -20.2% |
| 10Y | +216.1% | +320.4% | -104.3% | +52.7% |
| All | +254.5% | +329.0% | -74.6% | +74.1% |
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