+133.6%
HOOD vs ODFL
+35.1%
+98.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.2% |
| 7D | +3.8% | +0.6% | +3.1% | +3.3% |
| 30D | -26.4% | -6.3% | -20.1% | -23.9% |
| 3M | -14.3% | -19.1% | +4.8% | -4.5% |
| 6M | +3.9% | -9.9% | +13.9% | +7.7% |
| YTD | -28.1% | +9.9% | -38.0% | -34.9% |
| 1Y | -38.8% | +24.4% | -63.2% | -48.7% |
| 3Y | +888.5% | -11.0% | +899.5% | +858.5% |
| 5Y | +131.0% | -1.4% | +132.5% | +75.7% |
| All | +133.6% | +35.1% | +98.5% | +197.9% |
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