-94.8%
HTZ vs USFD
+184.3%
-279.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.4% |
| 3M | +14.7% | +6.3% | +8.4% | +11.9% |
| 6M | -70.6% | +16.2% | -86.8% | -73.3% |
| YTD | -65.2% | +41.9% | -107.0% | -72.7% |
| 1Y | -73.2% | +44.2% | -117.4% | -79.2% |
| 3Y | -80.8% | +159.8% | -240.6% | -90.4% |
| 5Y | -94.8% | +177.1% | -271.9% | -97.5% |
| All | -94.8% | +184.3% | -279.0% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling