+125.0%
HSY vs USFD
+322.5%
-197.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -1.6% | -3.3% | +1.8% | -1.1% |
| 30D | -4.2% | -5.3% | +1.1% | -3.5% |
| 3M | -0.7% | +18.8% | -19.5% | -3.2% |
| 6M | -21.8% | +14.3% | -36.1% | -23.4% |
| YTD | -2.7% | +36.9% | -39.5% | -7.3% |
| 1Y | -4.8% | +31.7% | -36.5% | -9.0% |
| 3Y | -9.4% | +164.5% | -173.8% | -22.6% |
| 5Y | +11.3% | +212.6% | -201.3% | -9.0% |
| 10Y | +125.0% | +329.7% | -204.7% | +48.3% |
| All | +125.0% | +322.5% | -197.5% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling