+31.7%
USFD vs HIG
+5.4%
+26.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.5% |
| 7D | -3.3% | -1.1% | -2.3% | -3.1% |
| 30D | -5.3% | -4.9% | -0.4% | -4.2% |
| 3M | +18.8% | +6.8% | +12.0% | +17.2% |
| 6M | +14.3% | -1.7% | +16.0% | +14.6% |
| YTD | +36.9% | -0.2% | +37.1% | +37.3% |
| 1Y | +31.7% | +5.7% | +26.0% | +28.6% |
| All | +31.7% | +5.4% | +26.4% | +28.6% |
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