+498.2%
HCA vs ODFL
+742.1%
-244.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.4% | -3.3% | +8.7% | +6.4% |
| 30D | +3.0% | -15.3% | +18.3% | +7.8% |
| 3M | +13.0% | -27.3% | +40.3% | +23.3% |
| 6M | -20.3% | -4.5% | -15.8% | -20.3% |
| YTD | -8.2% | +15.1% | -23.4% | -14.2% |
| 1Y | +6.7% | +21.1% | -14.4% | -2.4% |
| 3Y | +60.4% | -14.1% | +74.5% | +56.8% |
| 5Y | +73.4% | +26.6% | +46.9% | +38.6% |
| All | +498.2% | +742.1% | -244.0% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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