+481.7%
DHR vs USFD
+353.0%
+128.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.6% | +8.4% | -5.8% | +1.4% |
| 30D | +7.4% | +12.7% | -5.3% | +5.5% |
| 3M | +13.0% | +1.1% | +11.8% | +12.6% |
| 6M | +38.5% | +30.2% | +8.3% | +33.0% |
| YTD | +3.8% | +45.8% | -42.1% | -2.4% |
| 1Y | +12.6% | +51.9% | -39.3% | +5.3% |
| 3Y | +22.0% | +158.5% | -136.5% | +5.6% |
| 5Y | -9.5% | +208.0% | -217.6% | -24.3% |
| 10Y | +249.4% | +376.6% | -127.2% | +199.4% |
| All | +481.7% | +353.0% | +128.7% | +388.3% |
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