+21.0%
DHR vs USFD
+156.3%
-135.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.2% | +1.7% | -0.5% | +0.8% |
| 30D | +3.7% | +10.2% | -6.5% | +1.4% |
| 3M | +14.5% | -1.5% | +16.0% | +14.9% |
| 6M | +40.9% | +27.3% | +13.6% | +32.5% |
| YTD | +2.4% | +44.0% | -41.6% | -8.6% |
| 1Y | +6.1% | +50.4% | -44.2% | -6.9% |
| 3Y | +21.0% | +153.6% | -132.6% | -12.1% |
| All | +21.0% | +156.3% | -135.3% | -12.1% |
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