+215.7%
HUT vs USFD
+222.5%
-6.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -10.9% | +8.4% | -19.3% | -16.1% |
| 30D | -32.6% | +12.7% | -45.4% | -38.5% |
| 3M | -33.7% | +1.1% | -34.8% | -35.6% |
| 6M | -42.3% | +30.2% | -72.5% | -52.9% |
| YTD | +23.6% | +45.8% | -22.3% | -6.1% |
| 1Y | +20.4% | +51.9% | -31.6% | -10.1% |
| 3Y | +423.2% | +158.5% | +264.8% | +194.0% |
| 5Y | -19.4% | +208.0% | -227.5% | -57.0% |
| All | +215.7% | +222.5% | -6.9% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling