-27.3%
DHR vs USFD
+215.8%
-243.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.9% | -3.0% | -0.9% | -3.2% |
| 30D | +4.0% | +3.5% | +0.5% | +3.0% |
| 3M | +11.5% | +26.6% | -15.1% | +4.9% |
| 6M | +1.9% | +11.7% | -9.8% | -1.3% |
| YTD | -8.9% | +38.1% | -47.0% | -17.2% |
| 1Y | +5.1% | +33.4% | -28.3% | -3.7% |
| 3Y | -10.3% | +155.8% | -166.1% | -31.8% |
| All | -27.3% | +215.8% | -243.1% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling