+153.1%
USFD vs HBM
+430.7%
-277.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | +1.3% | +5.1% | -3.7% | +0.9% |
| 30D | +10.6% | -15.8% | +26.4% | +12.0% |
| 3M | -2.4% | -22.4% | +20.0% | -0.7% |
| 6M | +28.9% | -20.2% | +49.2% | +30.0% |
| YTD | +43.7% | +9.0% | +34.7% | +39.1% |
| 1Y | +48.5% | +27.4% | +21.1% | +41.0% |
| All | +153.1% | +430.7% | -277.6% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling