+340.6%
USFD vs FHN
+128.0%
+212.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | -0.9% | +0.7% | +0.3% |
| 30D | +12.3% | +2.0% | +10.3% | +11.4% |
| 3M | -0.7% | -6.8% | +6.1% | +2.6% |
| 6M | +31.3% | -0.8% | +32.0% | +31.2% |
| YTD | +45.7% | +0.6% | +45.1% | +43.9% |
| 1Y | +52.1% | +11.5% | +40.6% | +42.7% |
| 3Y | +158.2% | +130.0% | +28.3% | +61.1% |
| 5Y | +213.8% | +60.8% | +153.0% | +103.9% |
| 10Y | +367.0% | +84.0% | +283.0% | +110.1% |
| All | +340.6% | +128.0% | +212.6% | +91.5% |
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 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