+49.8%
USFD vs PHM
+16.2%
+33.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.2% | +1.3% | +6.4% |
| 7D | +7.8% | +13.6% | -5.7% | +4.3% |
| 30D | +16.2% | +19.3% | -3.1% | +10.9% |
| 3M | +11.0% | +3.5% | +7.5% | +9.3% |
| 6M | +20.7% | +18.6% | +2.1% | +15.1% |
| YTD | +46.0% | +16.7% | +29.2% | +40.0% |
| 1Y | +49.8% | +14.6% | +35.2% | +43.5% |
| All | +49.8% | +16.2% | +33.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling