+328.2%
USFD vs FHN
+123.3%
+205.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +3.0% | -1.0% | +3.9% | +3.5% |
| 30D | +11.1% | +0.2% | +10.8% | +11.0% |
| 3M | -0.3% | -9.0% | +8.7% | +4.1% |
| 6M | +15.9% | -6.8% | +22.7% | +19.4% |
| YTD | +41.6% | -1.5% | +43.1% | +41.2% |
| 1Y | +49.4% | +10.9% | +38.5% | +40.4% |
| 3Y | +157.8% | +119.4% | +38.5% | +64.6% |
| 5Y | +176.6% | +57.5% | +119.1% | +81.5% |
| 10Y | +375.4% | +114.1% | +261.2% | +111.6% |
| All | +328.2% | +123.3% | +205.0% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling