+153.6%
USFD vs HIG
+96.1%
+57.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +1.7% | +2.6% | -0.9% | +0.6% |
| 30D | +10.2% | +4.2% | +6.0% | +8.4% |
| 3M | -1.5% | +0.2% | -1.7% | -1.7% |
| 6M | +27.3% | +4.6% | +22.7% | +24.6% |
| YTD | +44.0% | +1.1% | +42.9% | +42.5% |
| 1Y | +50.4% | +4.7% | +45.7% | +46.3% |
| 3Y | +153.6% | +95.5% | +58.1% | +96.8% |
| All | +153.6% | +96.1% | +57.5% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling