+410.7%
DHR vs USFD
+329.0%
+81.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.9% | -3.0% | -0.9% | -3.5% |
| 30D | +4.0% | +3.5% | +0.5% | +3.4% |
| 3M | +11.5% | +26.6% | -15.1% | +7.7% |
| 6M | +1.9% | +11.7% | -9.8% | 0.0% |
| YTD | -8.9% | +38.1% | -47.0% | -13.5% |
| 1Y | +5.1% | +33.4% | -28.3% | +0.2% |
| 3Y | -10.3% | +155.8% | -166.1% | -22.1% |
| 5Y | -27.8% | +214.0% | -241.8% | -39.6% |
| 10Y | +203.6% | +320.4% | -116.7% | +152.9% |
| All | +410.7% | +329.0% | +81.7% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling