+301.3%
HUT vs USFD
+159.7%
+141.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -4.7% |
| 7D | -30.8% | +3.9% | -34.8% | -33.5% |
| 30D | -50.2% | +10.7% | -60.9% | -54.2% |
| 3M | -50.5% | +6.3% | -56.8% | -53.4% |
| 6M | -42.9% | +16.2% | -59.2% | -51.7% |
| YTD | 0.0% | +41.9% | -41.8% | -32.1% |
| 1Y | -2.2% | +44.2% | -46.4% | -34.2% |
| All | +301.3% | +159.7% | +141.7% | +131.7% |
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