+308.1%
HUBS vs USFD
+307.1%
+1.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -9.0% | -8.4% | -0.6% | -5.8% |
| 30D | +7.2% | -14.1% | +21.3% | +13.7% |
| 3M | +20.9% | +4.5% | +16.4% | +17.8% |
| 6M | -13.0% | +4.4% | -17.4% | -15.9% |
| YTD | -43.8% | +26.6% | -70.4% | -50.3% |
| 1Y | -54.6% | +19.4% | -74.0% | -58.9% |
| 3Y | -58.5% | +144.6% | -203.0% | -71.8% |
| 5Y | -66.4% | +194.5% | -260.9% | -78.6% |
| All | +308.1% | +307.1% | +1.0% | +114.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling