+192.6%
USFD vs THC
+274.4%
-81.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +3.0% | +3.7% | -0.7% | +2.1% |
| 30D | +11.1% | +9.0% | +2.0% | +8.8% |
| 3M | -0.3% | +10.4% | -10.7% | -2.7% |
| 6M | +15.9% | +45.7% | -29.8% | +5.1% |
| YTD | +41.6% | +42.6% | -1.0% | +28.2% |
| 1Y | +49.4% | +38.8% | +10.6% | +36.0% |
| 3Y | +157.8% | +418.8% | -261.0% | +58.2% |
| All | +192.6% | +274.4% | -81.8% | +87.6% |
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