+84.2%
HST vs USFD
+208.7%
-124.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +4.0% |
| 7D | +0.6% | +8.4% | -7.8% | -3.0% |
| 30D | +14.5% | +12.7% | +1.7% | +8.3% |
| 3M | +15.4% | +1.1% | +14.3% | +14.4% |
| 6M | +22.0% | +30.2% | -8.2% | +6.2% |
| YTD | +54.9% | +45.8% | +9.0% | +24.1% |
| 1Y | +54.0% | +51.9% | +2.0% | +20.3% |
| 3Y | +90.4% | +158.5% | -68.0% | +6.8% |
| 5Y | +84.2% | +208.0% | -123.8% | -10.6% |
| All | +84.2% | +208.7% | -124.5% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling