+208.1%
HD vs ODFL
+752.3%
-544.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | 0.0% |
| 7D | -1.8% | -3.0% | +1.2% | -0.7% |
| 30D | -10.8% | -14.3% | +3.4% | -5.7% |
| 3M | -2.7% | -26.7% | +24.1% | +8.8% |
| 6M | -10.3% | -7.5% | -2.8% | -8.6% |
| YTD | -7.8% | +16.5% | -24.4% | -14.7% |
| 1Y | -23.1% | +23.5% | -46.7% | -30.8% |
| 3Y | +2.0% | -12.1% | +14.1% | +0.3% |
| 5Y | +6.2% | +28.9% | -22.7% | -15.0% |
| All | +208.1% | +752.3% | -544.2% | +26.5% |
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