+26.3%
HYG vs USFD
+149.2%
-122.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.2% |
| 7D | -0.2% | -7.0% | +6.8% | +0.3% |
| 30D | -0.1% | -10.3% | +10.2% | +0.6% |
| 3M | +0.7% | +9.2% | -8.5% | -0.1% |
| 6M | +1.5% | +7.4% | -5.9% | +0.8% |
| YTD | +1.9% | +29.4% | -27.4% | -0.6% |
| 1Y | +3.7% | +24.8% | -21.1% | +1.4% |
| All | +26.3% | +149.2% | -122.9% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling