+9,533.8%
HD vs ODFL
+32,662.3%
-23,128.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -2.1% | -6.3% | +4.2% | -1.1% |
| 30D | -8.4% | -13.6% | +5.2% | -6.4% |
| 3M | +4.3% | -24.2% | +28.5% | +8.6% |
| 6M | -11.1% | -13.8% | +2.6% | -9.4% |
| YTD | -4.7% | +19.0% | -23.7% | -7.6% |
| 1Y | -19.8% | +25.7% | -45.5% | -23.0% |
| 3Y | +4.1% | -13.1% | +17.2% | +4.3% |
| 5Y | +10.3% | +26.7% | -16.3% | +4.0% |
| 10Y | +203.2% | +721.5% | -518.3% | +125.0% |
| All | +9,533.8% | +32,662.3% | -23,128.4% | +4,582.1% |
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