+21.1%
HST vs USFD
+16.9%
+4.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -5.6% |
| 7D | -4.2% | +3.9% | -8.1% | -4.1% |
| 30D | +9.6% | +10.7% | -1.1% | +10.0% |
| 3M | -1.1% | +6.3% | -7.4% | -0.9% |
| 6M | +21.1% | +16.2% | +4.9% | +23.2% |
| All | +21.1% | +16.9% | +4.2% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling