+22.4%
DHR vs USFD
+167.5%
-145.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.4% |
| 7D | +3.1% | +3.9% | -0.8% | +2.2% |
| 30D | +7.0% | +12.8% | -5.9% | +4.0% |
| 3M | +15.0% | +1.0% | +14.1% | +14.8% |
| 6M | +37.9% | +30.3% | +7.6% | +29.0% |
| YTD | +3.3% | +46.0% | -42.6% | -8.1% |
| 1Y | +12.8% | +49.6% | -36.8% | -0.6% |
| 3Y | +22.4% | +166.3% | -143.9% | -9.7% |
| All | +22.4% | +167.5% | -145.1% | -9.7% |
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