+179.8%
HUM vs USFD
+352.6%
-172.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | +20.0% | -0.7% | +20.7% | +19.8% |
| 6M | +63.5% | +31.3% | +32.2% | +53.8% |
| YTD | +75.9% | +45.7% | +30.2% | +60.4% |
| 1Y | +85.7% | +52.1% | +33.6% | +67.6% |
| 3Y | -6.1% | +158.2% | -164.3% | -24.7% |
| 5Y | +5.1% | +213.8% | -208.6% | -20.9% |
| 10Y | +151.6% | +367.0% | -215.5% | +67.6% |
| All | +179.8% | +352.6% | -172.8% | +87.5% |
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