+109.8%
USFD vs AHR
+357.7%
-247.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.2% |
| 7D | -7.0% | -4.3% | -2.7% | -6.1% |
| 30D | -10.3% | -3.1% | -7.2% | -9.7% |
| 3M | +9.2% | +15.7% | -6.5% | +6.0% |
| 6M | +7.4% | +4.1% | +3.3% | +6.2% |
| YTD | +29.4% | +15.4% | +14.0% | +24.9% |
| 1Y | +24.8% | +28.0% | -3.1% | +17.3% |
| All | +109.8% | +357.7% | -247.9% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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