+177.1%
USFD vs ALHC
-62.4%
+239.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.1% | +4.3% | -2.2% |
| 7D | +3.9% | -6.2% | +10.1% | +4.4% |
| 30D | +10.7% | -9.7% | +20.4% | +11.4% |
| 3M | +6.3% | -44.7% | +51.1% | +11.3% |
| 6M | +16.2% | -58.7% | +74.9% | +23.7% |
| YTD | +41.9% | -61.7% | +103.6% | +51.1% |
| 1Y | +44.2% | -55.7% | +99.9% | +51.3% |
| 3Y | +159.8% | +25.6% | +134.2% | +132.9% |
| 5Y | +177.1% | -65.8% | +242.9% | +185.7% |
| All | +177.1% | -62.4% | +239.5% | +185.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling