+52.5%
HST vs USFD
+50.4%
+2.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +3.6% | +1.3% | +2.3% | +3.5% |
| 30D | +9.9% | +10.6% | -0.7% | +9.6% |
| 3M | +12.9% | -2.4% | +15.4% | +12.6% |
| 6M | +22.9% | +28.9% | -6.0% | +21.5% |
| YTD | +52.4% | +43.7% | +8.7% | +47.2% |
| 1Y | +52.5% | +48.5% | +4.0% | +46.2% |
| All | +52.5% | +50.4% | +2.2% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling