+359.8%
HUT vs USFD
+159.2%
+200.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.2% | +14.7% | +14.7% |
| 7D | -11.4% | +3.0% | -14.3% | -14.2% |
| 30D | -41.0% | +11.1% | -52.1% | -46.0% |
| 3M | -41.9% | -0.3% | -41.6% | -42.9% |
| 6M | -51.7% | +15.9% | -67.6% | -59.0% |
| YTD | +14.6% | +41.6% | -27.0% | -22.2% |
| 1Y | +21.4% | +49.4% | -28.0% | -21.3% |
| 3Y | +359.8% | +157.8% | +202.0% | +165.7% |
| All | +359.8% | +159.2% | +200.6% | +165.7% |
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