+321.0%
USFD vs THC
+1,000.2%
-679.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -3.0% | -0.7% | -2.4% | -2.8% |
| 30D | +3.5% | +1.3% | +2.3% | +3.0% |
| 3M | +26.6% | +64.2% | -37.7% | +8.3% |
| 6M | +11.7% | +8.3% | +3.4% | +7.7% |
| YTD | +38.1% | +33.4% | +4.8% | +24.3% |
| 1Y | +33.4% | +37.7% | -4.3% | +18.5% |
| 3Y | +155.8% | +236.8% | -81.0% | +64.6% |
| 5Y | +214.0% | +249.3% | -35.2% | +88.4% |
| All | +321.0% | +1,000.2% | -679.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling