+1,523.0%
HWM vs USFD
+369.7%
+1,153.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +3.3% | +3.0% | +0.4% | +1.4% |
| 30D | -7.6% | +11.1% | -18.7% | -12.8% |
| 3M | -28.9% | -0.3% | -28.6% | -29.4% |
| 6M | -19.7% | +15.9% | -35.5% | -26.8% |
| YTD | +0.5% | +41.6% | -41.1% | -17.8% |
| 1Y | +0.3% | +49.4% | -49.1% | -20.4% |
| 3Y | +325.8% | +157.8% | +168.0% | +155.5% |
| 5Y | +524.7% | +176.6% | +348.1% | +252.0% |
| All | +1,523.0% | +369.7% | +1,153.3% | +615.1% |
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