+192.0%
USFD vs ALHC
-61.4%
+253.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | +10.2% | -10.6% | +20.7% | +11.1% |
| 3M | -1.5% | -45.3% | +43.8% | +3.0% |
| 6M | +27.3% | -59.7% | +87.1% | +35.3% |
| YTD | +44.0% | -62.7% | +106.7% | +53.1% |
| 1Y | +50.4% | -56.1% | +106.5% | +57.4% |
| 3Y | +153.6% | +21.3% | +132.3% | +131.3% |
| 5Y | +219.0% | -66.0% | +284.9% | +207.4% |
| All | +192.0% | -61.4% | +253.4% | +172.9% |
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