-91.6%
HTZ vs USFD
+185.2%
-276.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.5% | +0.7% | +3.9% |
| 7D | +18.9% | +7.8% | +11.1% | +13.3% |
| 30D | +26.3% | +16.2% | +10.1% | +14.9% |
| 3M | +49.7% | +11.0% | +38.7% | +41.8% |
| 6M | -61.1% | +20.7% | -81.8% | -65.6% |
| YTD | -56.0% | +46.0% | -102.0% | -65.9% |
| 1Y | -66.4% | +49.8% | -116.2% | -74.4% |
| 3Y | -75.8% | +167.3% | -243.1% | -87.7% |
| 5Y | -93.1% | +197.2% | -290.3% | -96.9% |
| All | -91.6% | +185.2% | -276.9% | -96.0% |
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