+33.4%
USFD vs HRB
+1.1%
+32.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.7% |
| 7D | -3.0% | -5.7% | +2.7% | -3.5% |
| 30D | +3.5% | +7.9% | -4.4% | +4.6% |
| 3M | +26.6% | +32.1% | -5.6% | +31.6% |
| 6M | +11.7% | +62.2% | -50.5% | +22.6% |
| YTD | +38.1% | +16.4% | +21.7% | +47.8% |
| 1Y | +33.4% | -0.3% | +33.7% | +45.1% |
| All | +33.4% | +1.1% | +32.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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