+426.3%
HUBS vs USFD
+325.1%
+101.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -4.3% | -3.3% | -0.9% | -3.0% |
| 30D | +14.2% | -5.3% | +19.6% | +16.6% |
| 3M | +15.5% | +18.8% | -3.3% | +7.0% |
| 6M | -18.9% | +14.3% | -33.2% | -24.3% |
| YTD | -40.1% | +36.9% | -77.0% | -48.6% |
| 1Y | -51.8% | +31.7% | -83.5% | -57.9% |
| 3Y | -55.2% | +164.5% | -219.7% | -70.5% |
| 5Y | -64.7% | +212.6% | -277.3% | -78.0% |
| 10Y | +327.0% | +329.7% | -2.8% | +121.1% |
| All | +426.3% | +325.1% | +101.2% | +178.7% |
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 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