-3.5%
HD vs ODFL
+23.9%
-27.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | +18.5% | -6.3% | +24.8% | +20.6% |
| 3M | +2.2% | -19.1% | +21.3% | +8.4% |
| 6M | +13.8% | -9.9% | +23.8% | +15.7% |
| YTD | +3.4% | +9.9% | -6.5% | -2.8% |
| 1Y | -3.5% | +24.4% | -27.9% | -13.7% |
| All | -3.5% | +23.9% | -27.4% | -13.7% |
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