+375.6%
HUBS vs USFD
+347.2%
+28.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +8.3% | +1.7% | +6.6% | +7.6% |
| 30D | -4.0% | +10.2% | -14.1% | -7.8% |
| 3M | -9.7% | -1.5% | -8.2% | -9.6% |
| 6M | +21.4% | +27.3% | -6.0% | +8.5% |
| YTD | -45.9% | +44.0% | -89.8% | -54.6% |
| 1Y | -44.4% | +50.4% | -94.7% | -54.3% |
| 3Y | -49.7% | +153.6% | -203.2% | -66.4% |
| 5Y | -74.2% | +219.0% | -293.1% | -84.1% |
| 10Y | +275.5% | +361.5% | -85.9% | +89.9% |
| All | +375.6% | +347.2% | +28.4% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling