+208.0%
USFD vs BAH
+10.2%
+197.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +8.4% | +0.5% | +7.9% | +8.3% |
| 30D | +12.7% | +18.2% | -5.5% | +10.1% |
| 3M | +1.1% | +13.1% | -11.9% | -0.8% |
| 6M | +30.2% | +15.2% | +15.0% | +26.7% |
| YTD | +45.8% | +6.0% | +39.8% | +42.7% |
| 1Y | +51.9% | +3.1% | +48.8% | +49.2% |
| 3Y | +158.5% | -26.2% | +184.7% | +160.1% |
| 5Y | +208.0% | +9.3% | +198.7% | +167.9% |
| All | +208.0% | +10.2% | +197.9% | +167.9% |
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