+85.7%
HUM vs USFD
+51.3%
+34.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | +3.2% | +12.3% | -9.2% | +4.1% |
| 3M | +20.0% | -0.7% | +20.7% | +19.7% |
| 6M | +63.5% | +31.3% | +32.2% | +68.2% |
| YTD | +75.9% | +45.7% | +30.2% | +82.0% |
| 1Y | +85.7% | +52.1% | +33.6% | +90.8% |
| All | +85.7% | +51.3% | +34.4% | +90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling