+52.1%
USFD vs XHB
-1.7%
+53.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.2% | -4.1% | +3.9% | +1.3% |
| 30D | +12.3% | +9.6% | +2.7% | +9.5% |
| 3M | -0.7% | -6.0% | +5.3% | +0.7% |
| 6M | +31.3% | +2.2% | +29.1% | +29.4% |
| YTD | +45.7% | +1.1% | +44.6% | +43.7% |
| 1Y | +52.1% | -1.7% | +53.9% | +51.0% |
| All | +52.1% | -1.7% | +53.8% | +51.0% |
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