+52.1%
USFD vs BAH
+2.1%
+50.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.0% |
| 7D | +3.9% | -1.5% | +5.4% | +3.9% |
| 30D | +12.8% | +17.3% | -4.4% | +12.6% |
| 3M | +1.0% | +14.9% | -13.9% | +0.8% |
| 6M | +30.3% | +14.2% | +16.0% | +29.0% |
| YTD | +46.0% | +5.1% | +40.8% | +43.7% |
| All | +52.1% | +2.1% | +50.0% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling