+247.9%
DHR vs USFD
+368.6%
-120.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.7% |
| 7D | +3.1% | +3.9% | -0.8% | +2.5% |
| 30D | +7.0% | +12.8% | -5.9% | +5.0% |
| 3M | +15.0% | +1.0% | +14.1% | +14.7% |
| 6M | +37.9% | +30.3% | +7.6% | +32.2% |
| YTD | +3.3% | +46.0% | -42.6% | -3.0% |
| 1Y | +12.8% | +49.6% | -36.8% | +5.4% |
| 3Y | +22.4% | +166.3% | -143.9% | +4.9% |
| 5Y | -9.1% | +208.4% | -217.5% | -24.4% |
| 10Y | +247.9% | +371.2% | -123.3% | +170.6% |
| All | +247.9% | +368.6% | -120.7% | +170.6% |
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