+371.2%
USFD vs HBM
+328.6%
+42.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.0% | -5.9% | +1.4% |
| 7D | +3.9% | +5.0% | -1.1% | +3.0% |
| 30D | +12.8% | -12.7% | +25.6% | +15.4% |
| 3M | +1.0% | -17.4% | +18.4% | +3.9% |
| 6M | +30.3% | -8.9% | +39.1% | +29.4% |
| YTD | +46.0% | +14.9% | +31.1% | +36.4% |
| 1Y | +49.6% | +41.4% | +8.2% | +33.8% |
| 3Y | +166.3% | +462.1% | -295.9% | +68.6% |
| 5Y | +208.4% | +224.0% | -15.6% | +108.8% |
| 10Y | +371.2% | +320.9% | +50.3% | +135.6% |
| All | +371.2% | +328.6% | +42.6% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling