+328.2%
USFD vs HUBB
+400.8%
-72.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.6% |
| 7D | +3.0% | +1.7% | +1.3% | +1.7% |
| 30D | +11.1% | -9.7% | +20.7% | +16.7% |
| 3M | -0.3% | -15.2% | +14.9% | +8.3% |
| 6M | +15.9% | -14.0% | +29.9% | +22.9% |
| YTD | +41.6% | -2.4% | +44.1% | +36.8% |
| 1Y | +49.4% | -5.8% | +55.2% | +47.0% |
| 3Y | +157.8% | +60.4% | +97.4% | +65.5% |
| 5Y | +176.6% | +125.4% | +51.2% | +28.8% |
| 10Y | +375.4% | +409.7% | -34.4% | +36.5% |
| All | +328.2% | +400.8% | -72.6% | +22.5% |
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