+137.6%
HST vs USFD
+369.7%
-232.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -2.7% | +3.0% | -5.6% | -4.3% |
| 30D | +10.7% | +11.1% | -0.4% | +4.8% |
| 3M | +6.3% | -0.3% | +6.5% | +5.8% |
| 6M | +19.0% | +15.9% | +3.1% | +8.6% |
| YTD | +47.0% | +41.6% | +5.4% | +19.1% |
| 1Y | +53.4% | +49.4% | +4.1% | +20.6% |
| 3Y | +78.0% | +157.8% | -79.8% | +3.2% |
| 5Y | +71.7% | +176.6% | -105.0% | -6.4% |
| All | +137.6% | +369.7% | -232.1% | -8.4% |
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