+317.7%
USFD vs FHN
+140.0%
+177.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.0% | +1.2% | -4.2% | -3.6% |
| 30D | +3.5% | -4.7% | +8.2% | +5.7% |
| 3M | +26.6% | +3.5% | +23.0% | +24.2% |
| 6M | +11.7% | +7.8% | +3.9% | +7.2% |
| YTD | +38.1% | +5.9% | +32.3% | +33.1% |
| 1Y | +33.4% | +12.5% | +20.9% | +23.9% |
| 3Y | +155.8% | +117.2% | +38.6% | +64.0% |
| 5Y | +214.0% | +86.5% | +127.5% | +86.3% |
| 10Y | +320.4% | +125.7% | +194.6% | +81.1% |
| All | +317.7% | +140.0% | +177.6% | +77.2% |
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