+354.1%
USFD vs HRB
+221.6%
+132.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +1.7% | -5.1% | +6.8% | +3.4% |
| 30D | +10.2% | +8.7% | +1.5% | +7.0% |
| 3M | -1.5% | -5.4% | +3.9% | -0.2% |
| 6M | +27.3% | +41.6% | -14.2% | +11.2% |
| YTD | +44.0% | +18.7% | +25.3% | +31.1% |
| 1Y | +50.4% | +16.4% | +33.9% | +37.5% |
| 3Y | +153.6% | +22.0% | +131.6% | +117.8% |
| 5Y | +219.0% | +141.2% | +77.7% | +90.8% |
| All | +354.1% | +221.6% | +132.6% | +122.0% |
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