+214.3%
UNH vs USFD
+359.1%
-144.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +2.4% | +1.3% | +1.1% | +2.1% |
| 30D | +7.2% | +10.6% | -3.3% | +5.1% |
| 3M | +0.5% | -2.4% | +2.9% | +0.8% |
| 6M | +3.4% | +28.9% | -25.5% | -1.8% |
| YTD | +25.2% | +43.7% | -18.6% | +15.5% |
| 1Y | +22.7% | +48.5% | -25.8% | +12.4% |
| 3Y | -20.3% | +154.7% | -175.0% | -35.1% |
| 5Y | -3.4% | +218.4% | -221.8% | -26.4% |
| All | +214.3% | +359.1% | -144.8% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling