+329.7%
USFD vs HIG
+304.7%
+25.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | +0.5% |
| 7D | -3.3% | -1.1% | -2.3% | -2.6% |
| 30D | -5.3% | -4.9% | -0.4% | -1.9% |
| 3M | +18.8% | +6.8% | +12.0% | +12.7% |
| 6M | +14.3% | -1.7% | +16.0% | +14.5% |
| YTD | +36.9% | -0.2% | +37.1% | +35.1% |
| 1Y | +31.7% | +5.7% | +26.0% | +24.1% |
| 3Y | +164.5% | +100.3% | +64.2% | +47.2% |
| 5Y | +212.6% | +118.5% | +94.1% | +59.6% |
| 10Y | +329.7% | +309.7% | +20.0% | +29.4% |
| All | +329.7% | +304.7% | +25.0% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling