+359.6%
USFD vs HIG
+260.9%
+98.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -0.2% | -0.7% | +0.5% | +0.3% |
| 30D | +12.3% | +5.4% | +7.0% | +8.1% |
| 3M | -0.7% | -0.9% | +0.2% | -0.3% |
| 6M | +31.3% | +4.8% | +26.5% | +25.7% |
| YTD | +45.7% | +0.9% | +44.8% | +42.5% |
| 1Y | +52.1% | +6.5% | +45.7% | +42.6% |
| 3Y | +158.2% | +95.7% | +62.5% | +46.1% |
| 5Y | +213.8% | +107.1% | +106.7% | +66.8% |
| All | +359.6% | +260.9% | +98.6% | +48.1% |
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