+423.3%
DHI vs USFD
+329.0%
+94.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -3.1% | -3.0% | -0.1% | -2.1% |
| 30D | -5.5% | +3.5% | -9.0% | -6.8% |
| 3M | -2.2% | +26.6% | -28.8% | -10.2% |
| 6M | -6.0% | +11.7% | -17.7% | -10.0% |
| YTD | 0.0% | +38.1% | -38.1% | -11.6% |
| 1Y | -18.2% | +33.4% | -51.6% | -27.0% |
| 3Y | +22.5% | +155.8% | -133.3% | -14.0% |
| 5Y | +58.4% | +214.0% | -155.7% | +1.9% |
| 10Y | +405.2% | +320.4% | +84.8% | +162.5% |
| All | +423.3% | +329.0% | +94.3% | +173.8% |
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 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