+329.7%
USFD vs HUBB
+430.1%
-100.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -3.3% | +4.8% | -8.2% | -6.0% |
| 30D | -5.3% | -9.3% | +4.0% | 0.0% |
| 3M | +18.8% | -3.9% | +22.7% | +19.3% |
| 6M | +14.3% | -0.8% | +15.1% | +11.2% |
| YTD | +36.9% | +5.6% | +31.3% | +27.4% |
| 1Y | +31.7% | +7.7% | +24.0% | +20.0% |
| 3Y | +164.5% | +47.5% | +117.0% | +81.9% |
| 5Y | +212.6% | +153.7% | +58.9% | +33.8% |
| 10Y | +329.7% | +433.0% | -103.3% | +13.7% |
| All | +329.7% | +430.1% | -100.4% | +13.7% |
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