+140.7%
HSY vs USFD
+329.0%
-188.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -3.3% | -3.0% | -0.3% | -2.9% |
| 30D | -2.8% | +3.5% | -6.4% | -3.3% |
| 3M | -4.5% | +26.6% | -31.1% | -7.7% |
| 6M | -24.2% | +11.7% | -35.9% | -25.5% |
| YTD | -2.7% | +38.1% | -40.9% | -7.5% |
| 1Y | -3.7% | +33.4% | -37.1% | -8.0% |
| 3Y | -11.5% | +155.8% | -167.3% | -23.8% |
| 5Y | +10.3% | +214.0% | -203.7% | -9.6% |
| 10Y | +122.1% | +320.4% | -198.2% | +55.3% |
| All | +140.7% | +329.0% | -188.4% | +69.8% |
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 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