+212.6%
USFD vs HRB
+112.6%
+100.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.5% | 0.0% |
| 7D | -3.3% | -9.1% | +5.7% | -2.1% |
| 30D | -5.3% | +0.3% | -5.6% | -5.6% |
| 3M | +18.8% | +23.4% | -4.6% | +14.8% |
| 6M | +14.3% | +45.1% | -30.8% | +7.5% |
| YTD | +36.9% | +8.9% | +28.0% | +37.2% |
| 1Y | +31.7% | -7.9% | +39.6% | +37.6% |
| 3Y | +164.5% | +27.9% | +136.5% | +142.9% |
| 5Y | +212.6% | +108.3% | +104.3% | +147.6% |
| All | +212.6% | +112.6% | +100.0% | +147.6% |
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