+216.3%
USFD vs FHN
+86.2%
+130.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.0% | +1.2% | -4.2% | -3.3% |
| 30D | +3.5% | -4.7% | +8.2% | +4.5% |
| 3M | +26.6% | +3.5% | +23.0% | +25.5% |
| 6M | +11.7% | +7.8% | +3.9% | +9.7% |
| YTD | +38.1% | +5.9% | +32.3% | +35.9% |
| 1Y | +33.4% | +12.5% | +20.9% | +29.1% |
| 3Y | +155.8% | +117.2% | +38.6% | +115.5% |
| All | +216.3% | +86.2% | +130.1% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling