-19.4%
HUT vs USFD
+208.7%
-228.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -10.9% | +8.4% | -19.3% | -19.2% |
| 30D | -32.6% | +12.7% | -45.4% | -42.0% |
| 3M | -33.7% | +1.1% | -34.8% | -36.8% |
| 6M | -42.3% | +30.2% | -72.5% | -59.7% |
| YTD | +23.6% | +45.8% | -22.3% | -26.3% |
| 1Y | +20.4% | +51.9% | -31.6% | -30.7% |
| 3Y | +423.2% | +158.5% | +264.8% | +62.8% |
| 5Y | -19.4% | +208.0% | -227.5% | -80.0% |
| All | -19.4% | +208.7% | -228.2% | -80.0% |
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