+317.7%
USFD vs XHB
+229.2%
+88.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -1.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.2% |
| 30D | +3.5% | -6.9% | +10.4% | +8.7% |
| 3M | +26.6% | -1.3% | +27.8% | +26.0% |
| 6M | +11.7% | -6.8% | +18.5% | +15.3% |
| YTD | +38.1% | +0.7% | +37.4% | +33.4% |
| 1Y | +33.4% | -11.2% | +44.6% | +41.0% |
| 3Y | +155.8% | +25.3% | +130.5% | +90.2% |
| 5Y | +214.0% | +37.3% | +176.7% | +109.7% |
| 10Y | +320.4% | +211.5% | +108.8% | +28.2% |
| All | +317.7% | +229.2% | +88.4% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling