+362.2%
USFD vs BAH
+220.7%
+141.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | +0.8% |
| 7D | +3.0% | -3.5% | +6.5% | +3.8% |
| 30D | +11.1% | +24.3% | -13.2% | +5.6% |
| 3M | -0.3% | +16.3% | -16.6% | -4.0% |
| 6M | +15.9% | +13.6% | +2.3% | +11.4% |
| YTD | +41.6% | +3.5% | +38.1% | +37.5% |
| 1Y | +49.4% | +2.7% | +46.7% | +45.0% |
| 3Y | +157.8% | -26.6% | +184.4% | +162.5% |
| 5Y | +176.6% | +8.5% | +168.1% | +140.0% |
| All | +362.2% | +220.7% | +141.5% | +186.5% |
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