+328.2%
USFD vs HBM
+421.2%
-93.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | +3.0% | -3.6% | +6.6% | +3.7% |
| 30D | +11.1% | -19.2% | +30.2% | +15.1% |
| 3M | -0.3% | -20.5% | +20.2% | +3.2% |
| 6M | +15.9% | -12.8% | +28.7% | +16.1% |
| YTD | +41.6% | +5.4% | +36.2% | +34.8% |
| 1Y | +49.4% | +33.0% | +16.4% | +35.6% |
| 3Y | +157.8% | +357.3% | -199.5% | +73.1% |
| 5Y | +176.6% | +210.4% | -33.8% | +91.3% |
| 10Y | +375.4% | +387.1% | -11.8% | +145.1% |
| All | +328.2% | +421.2% | -93.0% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling