+49.8%
USFD vs HIG
+12.7%
+37.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +7.8% |
| 7D | +7.8% | +6.2% | +1.6% | +6.2% |
| 30D | +16.2% | +9.4% | +6.7% | +13.9% |
| 3M | +11.0% | -2.3% | +13.3% | +11.1% |
| 6M | +20.7% | +4.2% | +16.6% | +19.2% |
| YTD | +46.0% | +1.6% | +44.4% | +46.1% |
| 1Y | +49.8% | +9.9% | +39.9% | +43.4% |
| All | +49.8% | +12.7% | +37.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling