+246.3%
HPE vs ODFL
-13.4%
+259.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -6.0% |
| 7D | +1.4% | -2.8% | +4.2% | +2.5% |
| 30D | +1.5% | -13.7% | +15.2% | +7.1% |
| 3M | +21.7% | -23.4% | +45.1% | +33.4% |
| 6M | +164.2% | -7.2% | +171.3% | +168.7% |
| YTD | +132.1% | +15.6% | +116.4% | +117.7% |
| 1Y | +130.6% | +24.2% | +106.5% | +109.8% |
| All | +246.3% | -13.4% | +259.7% | +242.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling