-93.4%
HTZ vs USFD
+177.2%
-270.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.8% | -18.0% | -19.0% |
| 7D | -7.7% | +3.9% | -11.7% | -9.7% |
| 30D | -13.1% | +10.7% | -23.8% | -18.3% |
| 3M | +14.7% | +6.3% | +8.4% | +12.0% |
| 6M | -70.6% | +16.2% | -86.8% | -73.2% |
| YTD | -65.2% | +41.9% | -107.0% | -72.4% |
| 1Y | -73.2% | +44.2% | -117.4% | -79.0% |
| 3Y | -80.8% | +159.8% | -240.6% | -90.0% |
| 5Y | -94.8% | +177.1% | -271.9% | -97.6% |
| All | -93.4% | +177.2% | -270.6% | -96.7% |
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