+367.0%
USFD vs BAH
+211.3%
+155.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | +12.3% | +18.0% | -5.7% | +8.1% |
| 3M | -0.7% | +11.4% | -12.1% | -3.5% |
| 6M | +31.3% | +17.7% | +13.6% | +25.1% |
| YTD | +45.7% | +5.4% | +40.4% | +40.9% |
| 1Y | +52.1% | +2.8% | +49.4% | +47.7% |
| 3Y | +158.2% | -26.7% | +184.9% | +163.6% |
| 5Y | +213.8% | +8.1% | +205.7% | +173.1% |
| 10Y | +367.0% | +202.5% | +164.5% | +200.2% |
| All | +367.0% | +211.3% | +155.7% | +200.2% |
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