+491.3%
BHP vs USFD
+339.9%
+151.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +0.9% | +3.0% | -2.0% | +0.1% |
| 30D | -6.3% | +11.1% | -17.3% | -9.0% |
| 3M | -7.1% | -0.3% | -6.8% | -7.3% |
| 6M | -3.2% | +15.9% | -19.1% | -7.6% |
| YTD | +37.9% | +41.6% | -3.7% | +23.9% |
| 1Y | +49.7% | +49.4% | +0.3% | +32.3% |
| 3Y | +51.7% | +157.8% | -106.2% | +13.9% |
| 5Y | +122.0% | +176.6% | -54.6% | +59.9% |
| 10Y | +382.4% | +375.4% | +7.0% | +175.7% |
| All | +491.3% | +339.9% | +151.4% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling