+157.8%
USFD vs HBM
+348.5%
-190.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +3.0% | -3.6% | +6.6% | +3.3% |
| 30D | +11.1% | -19.2% | +30.2% | +12.9% |
| 3M | -0.3% | -20.5% | +20.2% | +1.3% |
| 6M | +15.9% | -12.8% | +28.7% | +15.7% |
| YTD | +41.6% | +5.4% | +36.2% | +37.5% |
| 1Y | +49.4% | +33.0% | +16.4% | +41.1% |
| 3Y | +157.8% | +357.3% | -199.5% | +111.3% |
| All | +157.8% | +348.5% | -190.7% | +111.3% |
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