+187.2%
USFD vs ALHC
-61.5%
+248.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | +3.0% | +1.0% | +2.0% | +2.9% |
| 30D | +11.1% | -14.2% | +25.2% | +12.2% |
| 3M | -0.3% | -45.1% | +44.9% | +4.2% |
| 6M | +15.9% | -59.5% | +75.4% | +23.0% |
| YTD | +41.6% | -62.8% | +104.5% | +50.6% |
| 1Y | +49.4% | -55.5% | +104.9% | +56.2% |
| 3Y | +157.8% | +25.7% | +132.2% | +134.1% |
| 5Y | +176.6% | -66.8% | +243.4% | +167.3% |
| All | +187.2% | -61.5% | +248.7% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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