+349.1%
BHP vs USFD
+368.6%
-19.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.7% | +2.9% |
| 7D | +3.5% | +3.9% | -0.4% | +2.4% |
| 30D | -4.5% | +12.8% | -17.3% | -7.6% |
| 3M | -6.4% | +1.0% | -7.3% | -6.8% |
| 6M | -0.1% | +30.3% | -30.3% | -7.5% |
| YTD | +43.0% | +46.0% | -3.0% | +27.5% |
| 1Y | +56.5% | +49.6% | +6.9% | +38.4% |
| 3Y | +62.0% | +166.3% | -104.2% | +20.7% |
| 5Y | +130.4% | +208.4% | -78.0% | +61.5% |
| 10Y | +349.1% | +371.2% | -22.2% | +171.5% |
| All | +349.1% | +368.6% | -19.6% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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