+317.7%
USFD vs PHM
+650.7%
-333.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | -3.2% | +0.2% | -1.6% |
| 30D | +3.5% | -6.4% | +10.0% | +6.5% |
| 3M | +26.6% | +5.5% | +21.1% | +22.5% |
| 6M | +11.7% | -5.4% | +17.1% | +13.2% |
| YTD | +38.1% | +6.6% | +31.5% | +31.6% |
| 1Y | +33.4% | -8.8% | +42.2% | +35.9% |
| 3Y | +155.8% | +54.1% | +101.7% | +88.0% |
| 5Y | +214.0% | +144.5% | +69.6% | +72.3% |
| 10Y | +320.4% | +569.4% | -249.1% | +45.5% |
| All | +317.7% | +650.7% | -333.0% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling