+49.8%
USFD vs XHB
+5.8%
+44.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.4% | +3.0% | +6.6% |
| 7D | +7.8% | +9.7% | -1.9% | +4.8% |
| 30D | +16.2% | +11.7% | +4.5% | +12.3% |
| 3M | +11.0% | -1.4% | +12.4% | +10.7% |
| 6M | +20.7% | +6.8% | +13.9% | +17.3% |
| YTD | +46.0% | +5.5% | +40.5% | +41.6% |
| 1Y | +49.8% | +5.1% | +44.6% | +45.0% |
| All | +49.8% | +5.8% | +44.0% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling