+191.5%
USFD vs ALHC
-60.6%
+252.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +10.6% | -9.6% | +20.2% | +11.4% |
| 3M | -2.4% | -44.5% | +42.1% | +1.9% |
| 6M | +28.9% | -59.2% | +88.1% | +36.8% |
| YTD | +43.7% | -62.0% | +105.7% | +52.5% |
| 1Y | +48.5% | -54.8% | +103.3% | +55.0% |
| 3Y | +154.7% | +25.0% | +129.7% | +131.7% |
| 5Y | +218.4% | -65.3% | +283.7% | +206.4% |
| All | +191.5% | -60.6% | +252.1% | +172.0% |
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