+1,773.8%
HWM vs USFD
+362.2%
+1,411.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -2.1% | -3.0% | +0.9% | -0.5% |
| 30D | -11.0% | +3.5% | -14.5% | -12.7% |
| 3M | +4.0% | +26.6% | -22.5% | -8.3% |
| 6M | -0.2% | +11.7% | -11.9% | -6.8% |
| YTD | +26.7% | +38.1% | -11.5% | +5.7% |
| 1Y | +44.7% | +33.4% | +11.3% | +22.4% |
| 3Y | +426.1% | +155.8% | +270.3% | +218.9% |
| 5Y | +738.5% | +214.0% | +524.5% | +347.4% |
| All | +1,773.8% | +362.2% | +1,411.6% | +761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling