-6.1%
HUM vs USFD
+156.3%
-162.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | +1.7% | +2.1% | +3.5% |
| 30D | +5.5% | +10.2% | -4.6% | +4.0% |
| 3M | +17.1% | -1.5% | +18.6% | +17.3% |
| 6M | +48.3% | +27.3% | +20.9% | +42.4% |
| YTD | +77.4% | +44.0% | +33.4% | +62.7% |
| 1Y | +92.6% | +50.4% | +42.2% | +74.1% |
| 3Y | -6.1% | +153.6% | -159.7% | -23.8% |
| All | -6.1% | +156.3% | -162.4% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling