+328.2%
USFD vs XHB
+228.0%
+100.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.9% |
| 7D | +3.0% | +1.3% | +1.6% | +2.1% |
| 30D | +11.1% | +7.8% | +3.3% | +5.2% |
| 3M | -0.3% | -5.5% | +5.2% | +3.6% |
| 6M | +15.9% | -2.6% | +18.5% | +16.3% |
| YTD | +41.6% | +0.4% | +41.3% | +37.1% |
| 1Y | +49.4% | -1.0% | +50.4% | +45.5% |
| 3Y | +157.8% | +37.3% | +120.5% | +77.4% |
| 5Y | +176.6% | +33.7% | +142.9% | +89.4% |
| 10Y | +375.4% | +256.9% | +118.5% | +39.0% |
| All | +328.2% | +228.0% | +100.2% | +28.4% |
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