+192.6%
USFD vs HBM
+205.9%
-13.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +3.0% | -3.6% | +6.6% | +3.5% |
| 30D | +11.1% | -19.2% | +30.2% | +14.3% |
| 3M | -0.3% | -20.5% | +20.2% | +2.6% |
| 6M | +15.9% | -12.8% | +28.7% | +15.9% |
| YTD | +41.6% | +5.4% | +36.2% | +35.2% |
| 1Y | +49.4% | +33.0% | +16.4% | +36.5% |
| 3Y | +157.8% | +357.3% | -199.5% | +73.5% |
| All | +192.6% | +205.9% | -13.3% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling