+354.1%
USFD vs XHB
+237.3%
+116.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.4% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +10.2% | +9.9% | +0.2% | +2.8% |
| 3M | -1.5% | -6.3% | +4.8% | +3.0% |
| 6M | +27.3% | +3.8% | +23.5% | +21.6% |
| YTD | +44.0% | +0.1% | +43.8% | +39.4% |
| 1Y | +50.4% | -0.8% | +51.2% | +46.1% |
| 3Y | +153.6% | +35.6% | +118.0% | +74.9% |
| 5Y | +219.0% | +29.6% | +189.4% | +123.6% |
| All | +354.1% | +237.3% | +116.8% | +31.3% |
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