+371.2%
USFD vs BAH
+218.8%
+152.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.7% |
| 7D | +3.9% | -1.5% | +5.4% | +4.3% |
| 30D | +12.8% | +17.3% | -4.4% | +8.8% |
| 3M | +1.0% | +14.9% | -13.9% | -2.5% |
| 6M | +30.3% | +14.2% | +16.0% | +25.1% |
| YTD | +46.0% | +5.1% | +40.8% | +41.2% |
| 1Y | +49.6% | +2.1% | +47.5% | +45.5% |
| 3Y | +166.3% | -26.0% | +192.3% | +170.9% |
| 5Y | +208.4% | +9.0% | +199.4% | +167.5% |
| 10Y | +371.2% | +208.8% | +162.4% | +191.6% |
| All | +371.2% | +218.8% | +152.5% | +191.6% |
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