+192.6%
USFD vs BAH
+8.3%
+184.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | +0.5% |
| 7D | +3.0% | -3.5% | +6.5% | +3.5% |
| 30D | +11.1% | +24.3% | -13.2% | +7.7% |
| 3M | -0.3% | +16.3% | -16.6% | -2.6% |
| 6M | +15.9% | +13.6% | +2.3% | +13.0% |
| YTD | +41.6% | +3.5% | +38.1% | +39.0% |
| 1Y | +49.4% | +2.7% | +46.7% | +46.6% |
| 3Y | +157.8% | -26.6% | +184.4% | +158.7% |
| All | +192.6% | +8.3% | +184.3% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling