+67.5%
HST vs USFD
+156.9%
-89.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -1.0% | -3.0% | +2.0% | -0.2% |
| 30D | -12.3% | +3.5% | -15.8% | -13.4% |
| 3M | -6.4% | +26.6% | -32.9% | -13.9% |
| 6M | +15.0% | +11.7% | +3.3% | +10.2% |
| YTD | +30.5% | +38.1% | -7.6% | +12.9% |
| 1Y | +35.7% | +33.4% | +2.3% | +19.1% |
| All | +67.5% | +156.9% | -89.4% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling