+3.8%
HSY vs USFD
+159.2%
-155.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +7.5% | +3.0% | +4.6% | +7.0% |
| 30D | +11.1% | +11.1% | 0.0% | +9.6% |
| 3M | -1.9% | -0.3% | -1.7% | -2.2% |
| 6M | -3.0% | +15.9% | -18.9% | -4.6% |
| YTD | 0.0% | +41.6% | -41.6% | -3.1% |
| 1Y | +9.4% | +49.4% | -40.0% | +5.7% |
| 3Y | +3.8% | +157.8% | -154.1% | -12.8% |
| All | +3.8% | +159.2% | -155.5% | -12.8% |
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