+329.7%
USFD vs HBM
+599.4%
-269.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -2.0% |
| 7D | -3.3% | +7.4% | -10.7% | -4.7% |
| 30D | -5.3% | +5.1% | -10.4% | -6.4% |
| 3M | +18.8% | +11.1% | +7.7% | +15.2% |
| 6M | +14.3% | +30.2% | -15.9% | +6.0% |
| YTD | +36.9% | +46.2% | -9.3% | +23.0% |
| 1Y | +31.7% | +120.0% | -88.3% | +8.1% |
| 3Y | +164.5% | +527.4% | -362.9% | +65.7% |
| 5Y | +212.6% | +400.4% | -187.8% | +94.8% |
| 10Y | +329.7% | +621.5% | -291.8% | +99.6% |
| All | +329.7% | +599.4% | -269.7% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling