+354.1%
USFD vs HUBB
+381.1%
-26.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.7% | +1.8% | -0.1% | +0.7% |
| 30D | +10.2% | -7.7% | +17.8% | +14.4% |
| 3M | -1.5% | -13.6% | +12.1% | +6.0% |
| 6M | +27.3% | -9.1% | +36.5% | +30.7% |
| YTD | +44.0% | -0.7% | +44.7% | +37.6% |
| 1Y | +50.4% | +1.1% | +49.3% | +41.7% |
| 3Y | +153.6% | +56.2% | +97.4% | +65.0% |
| 5Y | +219.0% | +126.6% | +92.4% | +46.2% |
| All | +354.1% | +381.1% | -26.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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