-21.3%
HUT vs USFD
+215.4%
-236.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.3% |
| 7D | +9.3% | +1.7% | +7.7% | +7.9% |
| 30D | -23.1% | +10.2% | -33.3% | -32.5% |
| 3M | -30.6% | -1.5% | -29.1% | -32.4% |
| 6M | -46.9% | +27.3% | -74.2% | -62.3% |
| YTD | +25.3% | +44.0% | -18.7% | -24.9% |
| 1Y | +59.8% | +50.4% | +9.5% | -8.0% |
| 3Y | +467.2% | +153.6% | +313.6% | +76.8% |
| All | -21.3% | +215.4% | -236.7% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling