+60.9%
HYG vs USFD
+347.2%
-286.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.4% | +1.7% | -2.0% | -0.5% |
| 30D | +0.7% | +10.2% | -9.5% | -0.3% |
| 3M | -2.1% | -1.5% | -0.6% | -2.1% |
| 6M | -0.8% | +27.3% | -28.2% | -3.4% |
| YTD | +0.3% | +44.0% | -43.7% | -3.8% |
| 1Y | +1.8% | +50.4% | -48.6% | -2.8% |
| 3Y | +24.1% | +153.6% | -129.4% | +11.9% |
| 5Y | +17.7% | +219.0% | -201.2% | +2.6% |
| 10Y | +56.8% | +361.5% | -304.7% | +27.6% |
| All | +60.9% | +347.2% | -286.3% | +31.4% |
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