+180.1%
USFD vs ALHC
-28.9%
+209.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -3.0% | -0.6% | -2.4% | -3.0% |
| 30D | +3.5% | -1.0% | +4.6% | +3.5% |
| 3M | +26.6% | -10.2% | +36.7% | +26.6% |
| 6M | +11.7% | -28.3% | +40.0% | +13.4% |
| YTD | +38.1% | -31.4% | +69.6% | +40.4% |
| 1Y | +33.4% | -16.9% | +50.3% | +33.0% |
| 3Y | +155.8% | +135.5% | +20.3% | +120.5% |
| 5Y | +214.0% | -33.6% | +247.7% | +188.5% |
| All | +180.1% | -28.9% | +209.1% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling