+509.8%
HWM vs USFD
+184.3%
+325.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.6% |
| 7D | -2.4% | +3.9% | -6.4% | -4.7% |
| 30D | -13.3% | +10.7% | -23.9% | -18.0% |
| 3M | -31.0% | +6.3% | -37.4% | -33.7% |
| 6M | -17.1% | +16.2% | -33.4% | -24.7% |
| YTD | -1.9% | +41.9% | -43.7% | -20.8% |
| 1Y | -2.4% | +44.2% | -46.6% | -22.2% |
| 3Y | +322.2% | +159.8% | +162.4% | +143.8% |
| 5Y | +509.8% | +177.1% | +332.7% | +235.0% |
| All | +509.8% | +184.3% | +325.6% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling