+192.7%
HUT vs USFD
+213.2%
-20.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.2% | +14.7% | +14.7% |
| 7D | -11.4% | +3.0% | -14.3% | -14.6% |
| 30D | -41.0% | +11.1% | -52.1% | -45.8% |
| 3M | -41.9% | -0.3% | -41.6% | -43.2% |
| 6M | -51.7% | +15.9% | -67.6% | -57.7% |
| YTD | +14.6% | +41.6% | -27.0% | -11.6% |
| 1Y | +21.4% | +49.4% | -28.0% | -8.7% |
| 3Y | +359.8% | +157.8% | +202.0% | +158.3% |
| 5Y | -27.5% | +176.6% | -204.1% | -59.6% |
| All | +192.7% | +213.2% | -20.4% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling