+216.3%
USFD vs THC
+250.3%
-34.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -3.0% | -0.7% | -2.4% | -2.9% |
| 30D | +3.5% | +1.3% | +2.3% | +3.1% |
| 3M | +26.6% | +64.2% | -37.7% | +11.6% |
| 6M | +11.7% | +8.3% | +3.4% | +8.6% |
| YTD | +38.1% | +33.4% | +4.8% | +27.1% |
| 1Y | +33.4% | +37.7% | -4.3% | +21.4% |
| 3Y | +155.8% | +236.8% | -81.0% | +76.7% |
| All | +216.3% | +250.3% | -34.0% | +118.7% |
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