+329.7%
USFD vs XHB
+204.2%
+125.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +0.9% |
| 7D | -3.3% | +0.2% | -3.5% | -3.5% |
| 30D | -5.3% | -9.1% | +3.8% | +1.3% |
| 3M | +18.8% | -2.3% | +21.1% | +19.2% |
| 6M | +14.3% | -4.1% | +18.4% | +15.4% |
| YTD | +36.9% | -1.7% | +38.6% | +34.5% |
| 1Y | +31.7% | -15.1% | +46.8% | +44.1% |
| 3Y | +164.5% | +26.8% | +137.6% | +93.2% |
| 5Y | +212.6% | +37.3% | +175.2% | +106.5% |
| 10Y | +329.7% | +205.7% | +124.1% | +31.7% |
| All | +329.7% | +204.2% | +125.5% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling