+317.7%
USFD vs HIG
+280.6%
+37.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.5% |
| 7D | -3.0% | +0.3% | -3.3% | -3.2% |
| 30D | +3.5% | -3.2% | +6.8% | +5.8% |
| 3M | +26.6% | +9.1% | +17.4% | +18.2% |
| 6M | +11.7% | -1.8% | +13.5% | +12.1% |
| YTD | +38.1% | +1.8% | +36.4% | +34.5% |
| 1Y | +33.4% | +4.6% | +28.8% | +26.9% |
| 3Y | +155.8% | +101.6% | +54.2% | +44.3% |
| 5Y | +214.0% | +124.5% | +89.5% | +60.5% |
| 10Y | +320.4% | +317.8% | +2.6% | +37.3% |
| All | +317.7% | +280.6% | +37.0% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling