+223.3%
HOOD vs ODFL
+41.5%
+181.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -7.8% | -3.3% | -4.5% | -6.2% |
| 30D | +18.6% | -15.3% | +33.9% | +29.1% |
| 3M | +22.1% | -27.3% | +49.4% | +42.6% |
| 6M | +43.1% | -4.5% | +47.5% | +43.3% |
| YTD | -0.5% | +15.1% | -15.6% | -11.9% |
| 1Y | -4.4% | +21.1% | -25.5% | -18.4% |
| 3Y | +938.5% | -14.1% | +952.6% | +939.8% |
| 5Y | +173.4% | +26.6% | +146.8% | +127.7% |
| All | +223.3% | +41.5% | +181.8% | +303.0% |
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