+575.2%
HLT vs ODFL
+742.1%
-166.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.6% | -3.3% | +1.7% | -0.4% |
| 30D | -5.0% | -15.3% | +10.3% | +0.6% |
| 3M | -10.4% | -27.3% | +16.9% | -0.1% |
| 6M | +3.2% | -4.5% | +7.7% | +3.5% |
| YTD | +6.7% | +15.1% | -8.4% | -1.3% |
| 1Y | +10.3% | +21.1% | -10.8% | -0.6% |
| 3Y | +99.3% | -14.1% | +113.4% | +96.6% |
| 5Y | +143.7% | +26.6% | +117.1% | +93.2% |
| All | +575.2% | +742.1% | -166.9% | +179.2% |
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