-19.8%
HD vs ODFL
+28.2%
-48.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -2.1% | -6.3% | +4.2% | -0.3% |
| 30D | -8.4% | -13.6% | +5.2% | -4.6% |
| 3M | +4.3% | -24.2% | +28.5% | +12.6% |
| 6M | -11.1% | -13.8% | +2.6% | -8.6% |
| YTD | -4.7% | +19.0% | -23.7% | -11.0% |
| 1Y | -19.8% | +25.7% | -45.5% | -27.0% |
| All | -19.8% | +28.2% | -48.0% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling