+1,729.1%
HCA vs ODFL
+2,507.2%
-778.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +2.9% | -2.8% | +5.7% | +3.8% |
| 30D | +2.4% | -13.7% | +16.0% | +6.9% |
| 3M | +13.0% | -23.4% | +36.4% | +22.1% |
| 6M | -21.4% | -7.2% | -14.2% | -20.7% |
| YTD | -9.5% | +15.6% | -25.1% | -15.8% |
| 1Y | +7.5% | +24.2% | -16.6% | -3.0% |
| 3Y | +57.6% | -12.8% | +70.4% | +52.7% |
| 5Y | +71.1% | +27.1% | +44.0% | +37.4% |
| 10Y | +498.8% | +739.9% | -241.1% | +129.8% |
| All | +1,729.1% | +2,507.2% | -778.2% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling