+9.5%
HWM vs USFD
+52.5%
-43.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +5.0% | -0.2% | +5.1% | +5.0% |
| 30D | +1.5% | +12.3% | -10.8% | -1.1% |
| 3M | -20.3% | -0.7% | -19.6% | -20.2% |
| 6M | -18.0% | +31.3% | -49.3% | -24.5% |
| YTD | +9.5% | +45.7% | -36.2% | -4.2% |
| All | +9.5% | +52.5% | -43.0% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling