+23.2%
DHI vs USFD
+156.3%
-133.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.6% |
| 30D | +9.3% | +10.2% | -0.9% | +6.0% |
| 3M | -2.6% | -1.5% | -1.1% | -2.3% |
| 6M | +4.1% | +27.3% | -23.3% | -4.1% |
| YTD | +2.3% | +44.0% | -41.7% | -10.4% |
| 1Y | +2.7% | +50.4% | -47.6% | -11.6% |
| 3Y | +23.2% | +153.6% | -130.4% | -16.8% |
| All | +23.2% | +156.3% | -133.1% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling