+152.2%
HST vs USFD
+340.6%
-188.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -4.3% |
| 7D | -4.2% | +3.9% | -8.1% | -6.2% |
| 30D | +9.6% | +10.7% | -1.1% | +3.9% |
| 3M | -1.1% | +6.3% | -7.4% | -5.0% |
| 6M | +21.1% | +16.2% | +4.9% | +10.4% |
| YTD | +47.1% | +41.9% | +5.2% | +19.2% |
| 1Y | +64.0% | +44.2% | +19.8% | +31.2% |
| 3Y | +77.1% | +159.8% | -82.7% | +2.6% |
| 5Y | +71.8% | +177.1% | -105.3% | -6.2% |
| 10Y | +146.3% | +376.2% | -229.9% | -6.5% |
| All | +152.2% | +340.6% | -188.4% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling