-21.3%
UNH vs USFD
+159.2%
-180.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.2% | +3.0% | -6.1% | -3.4% |
| 30D | +4.8% | +11.1% | -6.2% | +3.8% |
| 3M | -1.8% | -0.3% | -1.5% | -2.0% |
| 6M | +8.6% | +15.9% | -7.3% | +7.1% |
| YTD | +21.8% | +41.6% | -19.9% | +16.9% |
| 1Y | +25.8% | +49.4% | -23.6% | +19.7% |
| 3Y | -21.3% | +157.8% | -179.2% | -31.9% |
| All | -21.3% | +159.2% | -180.5% | -31.9% |
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