+192.6%
USFD vs HIG
+104.7%
+87.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.1% |
| 7D | +3.0% | +1.1% | +1.9% | +2.4% |
| 30D | +11.1% | +5.6% | +5.5% | +7.8% |
| 3M | -0.3% | -6.9% | +6.6% | +3.7% |
| 6M | +15.9% | +1.3% | +14.6% | +14.4% |
| YTD | +41.6% | -1.5% | +43.1% | +41.4% |
| 1Y | +49.4% | +6.6% | +42.8% | +41.8% |
| 3Y | +157.8% | +91.2% | +66.7% | +59.8% |
| All | +192.6% | +104.7% | +87.9% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling