+317.7%
USFD vs HUBB
+437.3%
-119.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | +0.5% | -3.6% | -3.4% |
| 30D | +3.5% | -10.0% | +13.5% | +9.7% |
| 3M | +26.6% | -4.8% | +31.3% | +27.8% |
| 6M | +11.7% | -5.6% | +17.3% | +12.0% |
| YTD | +38.1% | +4.7% | +33.5% | +29.3% |
| 1Y | +33.4% | +6.7% | +26.7% | +22.4% |
| 3Y | +155.8% | +45.8% | +110.1% | +78.0% |
| 5Y | +214.0% | +145.9% | +68.1% | +39.5% |
| 10Y | +320.4% | +418.6% | -98.2% | +17.5% |
| All | +317.7% | +437.3% | -119.6% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling