+215.7%
DHR vs USFD
+306.5%
-90.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.6% |
| 7D | -2.4% | -7.0% | +4.6% | -1.4% |
| 30D | -2.2% | -10.3% | +8.1% | -0.6% |
| 3M | +9.0% | +9.2% | -0.2% | +7.4% |
| 6M | +3.5% | +7.4% | -3.9% | +2.1% |
| YTD | -10.1% | +29.4% | -39.5% | -14.0% |
| 1Y | +6.2% | +24.8% | -18.6% | +2.0% |
| 3Y | -5.4% | +150.0% | -155.4% | -18.0% |
| 5Y | -27.9% | +195.5% | -223.4% | -39.6% |
| 10Y | +215.7% | +315.7% | -100.0% | +144.5% |
| All | +215.7% | +306.5% | -90.8% | +144.5% |
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