+177.1%
USFD vs THC
+287.8%
-110.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.3% |
| 7D | +3.9% | +5.9% | -2.0% | +2.6% |
| 30D | +10.7% | +10.8% | -0.1% | +8.1% |
| 3M | +6.3% | +9.4% | -3.1% | +3.9% |
| 6M | +16.2% | +53.3% | -37.0% | +4.1% |
| YTD | +41.9% | +44.2% | -2.3% | +28.1% |
| 1Y | +44.2% | +37.3% | +6.9% | +31.6% |
| 3Y | +159.8% | +421.6% | -261.8% | +59.1% |
| 5Y | +177.1% | +279.8% | -102.7% | +77.1% |
| All | +177.1% | +287.8% | -110.7% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling