+214.3%
USFD vs HRB
+140.6%
+73.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +1.7% | -5.1% | +6.8% | +2.4% |
| 30D | +10.2% | +8.7% | +1.5% | +8.9% |
| 3M | -1.5% | -5.4% | +3.9% | -1.0% |
| 6M | +27.3% | +41.6% | -14.2% | +21.1% |
| YTD | +44.0% | +18.7% | +25.3% | +43.0% |
| 1Y | +50.4% | +16.4% | +33.9% | +49.8% |
| 3Y | +153.6% | +22.0% | +131.6% | +141.6% |
| All | +214.3% | +140.6% | +73.6% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling