+213.8%
USFD vs FHN
+61.0%
+152.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +12.3% | +2.0% | +10.3% | +11.9% |
| 3M | -0.7% | -6.8% | +6.1% | +0.7% |
| 6M | +31.3% | -0.8% | +32.0% | +31.3% |
| YTD | +45.7% | +0.6% | +45.1% | +45.1% |
| 1Y | +52.1% | +11.5% | +40.6% | +48.1% |
| 3Y | +158.2% | +130.0% | +28.3% | +119.3% |
| 5Y | +213.8% | +60.8% | +153.0% | +168.7% |
| All | +213.8% | +61.0% | +152.8% | +168.7% |
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 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