+19.0%
HYG vs USFD
+197.4%
-178.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.5% |
| 7D | -0.2% | -7.0% | +6.8% | +0.7% |
| 30D | -0.1% | -10.3% | +10.2% | +1.2% |
| 3M | +0.7% | +9.2% | -8.5% | -0.6% |
| 6M | +1.5% | +7.4% | -5.9% | +0.4% |
| YTD | +1.9% | +29.4% | -27.4% | -2.0% |
| 1Y | +3.7% | +24.8% | -21.1% | +0.1% |
| 3Y | +26.5% | +150.0% | -123.5% | +9.3% |
| 5Y | +19.0% | +195.5% | -176.5% | -1.3% |
| All | +19.0% | +197.4% | -178.4% | -1.3% |
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