+321.0%
USFD vs BAH
+185.2%
+135.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -3.0% | -3.2% | +0.2% | -2.3% |
| 30D | +3.5% | +2.0% | +1.5% | +3.0% |
| 3M | +26.6% | -7.6% | +34.2% | +28.4% |
| 6M | +11.7% | -5.7% | +17.4% | +12.0% |
| YTD | +38.1% | -11.7% | +49.9% | +39.5% |
| 1Y | +33.4% | -27.4% | +60.8% | +41.4% |
| 3Y | +155.8% | -32.5% | +188.4% | +163.4% |
| 5Y | +214.0% | -3.3% | +217.4% | +178.6% |
| All | +321.0% | +185.2% | +135.9% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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