+166.3%
USFD vs BAH
-26.0%
+192.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.9% |
| 7D | +3.9% | -1.5% | +5.4% | +4.0% |
| 30D | +12.8% | +17.3% | -4.4% | +11.5% |
| 3M | +1.0% | +14.9% | -13.9% | -0.1% |
| 6M | +30.3% | +14.2% | +16.0% | +28.4% |
| YTD | +46.0% | +5.1% | +40.8% | +44.3% |
| 1Y | +49.6% | +2.1% | +47.5% | +48.2% |
| 3Y | +166.3% | -26.0% | +192.3% | +171.1% |
| All | +166.3% | -26.0% | +192.3% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling