-5.2%
DHR vs USFD
+162.9%
-168.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.8% | -3.3% | +2.5% | 0.0% |
| 30D | +0.2% | -5.3% | +5.5% | +1.6% |
| 3M | +12.1% | +18.8% | -6.7% | +7.0% |
| 6M | +5.4% | +14.3% | -8.9% | +1.4% |
| YTD | -10.0% | +36.9% | -46.8% | -19.0% |
| 1Y | +4.1% | +31.7% | -27.6% | -5.2% |
| 3Y | -5.2% | +164.5% | -169.7% | -36.7% |
| All | -5.2% | +162.9% | -168.1% | -36.7% |
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