+1,524.1%
HWM vs USFD
+369.7%
+1,154.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +3.4% | +3.0% | +0.4% | +1.4% |
| 30D | -7.5% | +11.1% | -18.6% | -12.8% |
| 3M | -28.9% | -0.3% | -28.6% | -29.3% |
| 6M | -19.6% | +15.9% | -35.5% | -26.7% |
| YTD | +0.6% | +41.6% | -41.0% | -17.7% |
| 1Y | +0.3% | +49.4% | -49.1% | -20.4% |
| 3Y | +326.1% | +157.8% | +168.3% | +155.7% |
| 5Y | +525.2% | +176.6% | +348.5% | +252.2% |
| All | +1,524.1% | +369.7% | +1,154.4% | +615.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling