+86.3%
HUT vs USFD
+215.8%
-129.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.5% |
| 7D | +17.8% | -3.0% | +20.8% | +20.8% |
| 30D | +0.8% | +3.5% | -2.7% | -2.9% |
| 3M | -26.8% | +26.6% | -53.4% | -44.7% |
| 6M | +72.6% | +11.7% | +60.9% | +48.3% |
| YTD | +103.6% | +38.1% | +65.5% | +36.6% |
| 1Y | +265.3% | +33.4% | +231.9% | +155.7% |
| 3Y | +689.4% | +155.8% | +533.6% | +178.5% |
| All | +86.3% | +215.8% | -129.5% | -45.1% |
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