+1,474.6%
HWM vs USFD
+359.9%
+1,114.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +7.3% | +1.7% | +5.6% | +6.5% |
| 30D | +1.6% | +10.2% | -8.6% | -3.7% |
| 3M | -21.9% | -1.5% | -20.4% | -21.8% |
| 6M | -19.0% | +27.3% | -46.4% | -29.4% |
| YTD | +7.9% | +44.0% | -36.0% | -12.4% |
| 1Y | +9.9% | +50.4% | -40.4% | -12.9% |
| 3Y | +342.1% | +153.6% | +188.6% | +167.6% |
| 5Y | +600.8% | +219.0% | +381.8% | +268.4% |
| All | +1,474.6% | +359.9% | +1,114.7% | +573.8% |
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