+328.9%
USFD vs BAH
+270.3%
+58.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.1% |
| 7D | +3.9% | +6.0% | -2.1% | +2.6% |
| 30D | +10.7% | +31.1% | -20.4% | +4.1% |
| 3M | +6.3% | +25.2% | -18.8% | +0.7% |
| 6M | +16.2% | +18.9% | -2.7% | +10.6% |
| YTD | +41.9% | +8.3% | +33.6% | +36.4% |
| 1Y | +44.2% | +6.2% | +38.0% | +39.0% |
| 3Y | +159.8% | -22.8% | +182.6% | +161.5% |
| 5Y | +177.1% | +13.6% | +163.5% | +138.8% |
| 10Y | +376.2% | +240.2% | +136.0% | +208.5% |
| All | +328.9% | +270.3% | +58.6% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling