-66.7%
HUBS vs USFD
+189.4%
-256.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.0% |
| 7D | -12.4% | -8.0% | -4.4% | -7.9% |
| 30D | +1.4% | -13.1% | +14.5% | +10.0% |
| 3M | +16.0% | +6.5% | +9.4% | +9.8% |
| 6M | -17.0% | +5.7% | -22.7% | -22.1% |
| YTD | -44.3% | +27.5% | -71.8% | -55.1% |
| 1Y | -54.3% | +23.4% | -77.7% | -62.3% |
| 3Y | -58.4% | +146.4% | -204.8% | -79.7% |
| 5Y | -66.7% | +196.8% | -263.4% | -85.8% |
| All | -66.7% | +189.4% | -256.1% | -85.8% |
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 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