+96.6%
HST vs USFD
+321.9%
-225.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -1.0% | -3.0% | +2.0% | +0.4% |
| 30D | -12.3% | +3.5% | -15.8% | -14.2% |
| 3M | -6.4% | +26.6% | -32.9% | -17.6% |
| 6M | +15.0% | +11.7% | +3.3% | +7.2% |
| YTD | +30.5% | +38.1% | -7.6% | +7.6% |
| 1Y | +35.7% | +33.4% | +2.3% | +13.3% |
| 3Y | +68.4% | +155.8% | -87.4% | -1.7% |
| 5Y | +73.1% | +214.0% | -140.9% | -11.5% |
| All | +96.6% | +321.9% | -225.3% | -24.6% |
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