+376.6%
USFD vs FHN
+94.7%
+281.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.4% | +0.9% | +7.5% | +8.0% |
| 30D | +12.7% | +2.1% | +10.7% | +11.8% |
| 3M | +1.1% | -6.0% | +7.1% | +4.0% |
| 6M | +30.2% | -2.9% | +33.1% | +31.5% |
| YTD | +45.8% | +0.7% | +45.1% | +43.9% |
| 1Y | +51.9% | +11.0% | +40.9% | +42.7% |
| 3Y | +158.5% | +130.3% | +28.2% | +59.4% |
| 5Y | +208.0% | +61.3% | +146.8% | +97.3% |
| 10Y | +376.6% | +89.6% | +287.0% | +117.5% |
| All | +376.6% | +94.7% | +281.8% | +117.5% |
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