+328.9%
USFD vs THC
+889.5%
-560.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.2% |
| 7D | +3.9% | +5.9% | -2.0% | +2.3% |
| 30D | +10.7% | +10.8% | -0.1% | +7.5% |
| 3M | +6.3% | +9.4% | -3.1% | +3.3% |
| 6M | +16.2% | +53.3% | -37.0% | +1.3% |
| YTD | +41.9% | +44.2% | -2.3% | +24.8% |
| 1Y | +44.2% | +37.3% | +6.9% | +28.6% |
| 3Y | +159.8% | +421.6% | -261.8% | +47.0% |
| 5Y | +177.1% | +279.8% | -102.7% | +63.2% |
| 10Y | +376.2% | +1,513.9% | -1,137.7% | +65.9% |
| All | +328.9% | +889.5% | -560.6% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling