+371.2%
USFD vs HRB
+246.2%
+125.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +4.1% |
| 7D | +3.9% | -2.4% | +6.3% | +4.7% |
| 30D | +12.8% | +15.7% | -2.9% | +7.3% |
| 3M | +1.0% | +11.4% | -10.4% | -3.7% |
| 6M | +30.3% | +40.7% | -10.5% | +14.0% |
| YTD | +46.0% | +21.0% | +25.0% | +32.0% |
| 1Y | +49.6% | +7.2% | +42.4% | +41.7% |
| 3Y | +166.3% | +29.2% | +137.1% | +123.5% |
| 5Y | +208.4% | +142.3% | +66.0% | +84.9% |
| 10Y | +371.2% | +253.1% | +118.2% | +125.6% |
| All | +371.2% | +246.2% | +125.0% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling