+371.2%
USFD vs HUBB
+413.4%
-42.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.2% | +1.5% |
| 7D | +3.9% | +1.8% | +2.1% | +2.5% |
| 30D | +12.8% | -6.9% | +19.7% | +16.6% |
| 3M | +1.0% | -13.8% | +14.8% | +8.9% |
| 6M | +30.3% | -9.8% | +40.1% | +34.4% |
| YTD | +46.0% | +0.3% | +45.7% | +38.7% |
| 1Y | +49.6% | -3.3% | +53.0% | +45.1% |
| 3Y | +166.3% | +61.0% | +105.2% | +69.8% |
| 5Y | +208.4% | +128.5% | +79.9% | +40.8% |
| 10Y | +371.2% | +398.9% | -27.7% | +23.3% |
| All | +371.2% | +413.4% | -42.2% | +23.3% |
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