+404.6%
DHI vs USFD
+307.1%
+97.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.0% |
| 7D | -3.4% | -8.4% | +5.0% | -0.5% |
| 30D | -5.4% | -14.1% | +8.6% | -0.5% |
| 3M | -10.4% | +4.5% | -14.9% | -12.2% |
| 6M | -2.8% | +4.4% | -7.1% | -4.8% |
| YTD | -3.4% | +26.6% | -30.0% | -12.1% |
| 1Y | -22.9% | +19.4% | -42.3% | -28.5% |
| 3Y | +20.7% | +144.6% | -123.9% | -14.0% |
| 5Y | +62.1% | +194.5% | -132.4% | +6.7% |
| All | +404.6% | +307.1% | +97.5% | +168.6% |
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