+1,497.3%
HWM vs USFD
+365.4%
+1,131.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +5.0% | -0.2% | +5.1% | +5.1% |
| 30D | +1.5% | +12.3% | -10.8% | -4.7% |
| 3M | -20.3% | -0.7% | -19.6% | -20.6% |
| 6M | -18.0% | +31.3% | -49.3% | -29.6% |
| YTD | +9.5% | +45.7% | -36.2% | -11.7% |
| 1Y | +7.5% | +52.1% | -44.7% | -15.4% |
| 3Y | +355.7% | +158.2% | +197.4% | +173.3% |
| 5Y | +610.2% | +213.8% | +396.5% | +276.3% |
| All | +1,497.3% | +365.4% | +1,131.8% | +579.6% |
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