+317.7%
USFD vs HRB
+261.4%
+56.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.9% |
| 7D | -3.0% | -5.7% | +2.7% | -1.2% |
| 30D | +3.5% | +7.9% | -4.4% | +0.3% |
| 3M | +26.6% | +32.1% | -5.6% | +14.3% |
| 6M | +11.7% | +62.2% | -50.5% | -8.0% |
| YTD | +38.1% | +16.4% | +21.7% | +27.4% |
| 1Y | +33.4% | -0.3% | +33.7% | +30.0% |
| 3Y | +155.8% | +36.0% | +119.8% | +111.2% |
| 5Y | +214.0% | +125.2% | +88.8% | +99.0% |
| 10Y | +320.4% | +237.7% | +82.7% | +115.4% |
| All | +317.7% | +261.4% | +56.3% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling