+20.6%
BHP vs USFD
+11.4%
+9.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -2.9% | -3.0% | +0.1% | -2.5% |
| 30D | +3.4% | +3.5% | -0.2% | +3.1% |
| 3M | +4.1% | +26.6% | -22.5% | -1.8% |
| 6M | +20.6% | +11.7% | +8.9% | +19.0% |
| All | +20.6% | +11.4% | +9.2% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling