+122.4%
HST vs USFD
+359.9%
-237.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.6% | +1.7% | +1.9% | +2.7% |
| 30D | +11.2% | +10.2% | +1.1% | +5.7% |
| 3M | +13.1% | -1.5% | +14.6% | +13.3% |
| 6M | +23.9% | +27.3% | -3.4% | +8.1% |
| YTD | +52.3% | +44.0% | +8.3% | +22.4% |
| 1Y | +56.7% | +50.4% | +6.3% | +22.8% |
| 3Y | +87.5% | +153.6% | -66.1% | +9.9% |
| 5Y | +82.8% | +219.0% | -136.2% | -7.1% |
| All | +122.4% | +359.9% | -237.5% | -11.4% |
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