+220.1%
HUT vs USFD
+218.4%
+1.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.2% |
| 7D | +9.3% | +1.7% | +7.7% | +8.4% |
| 30D | -23.1% | +10.2% | -33.3% | -28.8% |
| 3M | -30.6% | -1.5% | -29.1% | -31.6% |
| 6M | -46.9% | +27.3% | -74.2% | -56.0% |
| YTD | +25.3% | +44.0% | -18.7% | -4.1% |
| 1Y | +59.8% | +50.4% | +9.5% | +19.9% |
| 3Y | +467.2% | +153.6% | +313.6% | +222.1% |
| 5Y | -24.6% | +219.0% | -243.6% | -60.3% |
| All | +220.1% | +218.4% | +1.7% | +38.5% |
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 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