+192.6%
USFD vs HUBB
+123.0%
+69.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.0% |
| 7D | +3.0% | +1.7% | +1.3% | +2.2% |
| 30D | +11.1% | -9.7% | +20.7% | +14.5% |
| 3M | -0.3% | -15.2% | +14.9% | +4.9% |
| 6M | +15.9% | -14.0% | +29.9% | +20.3% |
| YTD | +41.6% | -2.4% | +44.1% | +38.6% |
| 1Y | +49.4% | -5.8% | +55.2% | +48.0% |
| 3Y | +157.8% | +60.4% | +97.4% | +93.6% |
| All | +192.6% | +123.0% | +69.6% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling