+371.2%
USFD vs FHN
+106.3%
+265.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +0.9% | +2.0% |
| 7D | +3.9% | -0.5% | +4.4% | +4.2% |
| 30D | +12.8% | +1.9% | +10.9% | +11.9% |
| 3M | +1.0% | -6.9% | +7.9% | +4.4% |
| 6M | +30.3% | -3.1% | +33.3% | +31.7% |
| YTD | +46.0% | +0.6% | +45.4% | +44.1% |
| 1Y | +49.6% | +12.4% | +37.3% | +39.7% |
| 3Y | +166.3% | +133.7% | +32.6% | +63.1% |
| 5Y | +208.4% | +61.4% | +147.0% | +97.6% |
| 10Y | +371.2% | +97.9% | +273.4% | +114.7% |
| All | +371.2% | +106.3% | +265.0% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling