+8.5%
HD vs ODFL
+0.9%
+7.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -1.2% | -5.0% | +3.8% | +0.5% |
| 30D | +20.9% | -6.3% | +27.2% | +23.4% |
| 3M | -0.2% | -18.5% | +18.3% | +6.5% |
| 6M | +14.5% | -12.4% | +26.9% | +18.5% |
| YTD | +4.3% | +9.2% | -4.9% | -0.7% |
| 1Y | -3.5% | +23.0% | -26.4% | -11.9% |
| 3Y | +30.1% | -11.6% | +41.7% | +27.3% |
| 5Y | +8.5% | +0.1% | +8.3% | -3.4% |
| All | +8.5% | +0.9% | +7.6% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling