+396.0%
HPE vs ODFL
+25.4%
+370.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.9% | +12.6% |
| 7D | +19.4% | -3.3% | +22.7% | +20.8% |
| 30D | +5.6% | -15.3% | +20.9% | +12.1% |
| 3M | +33.1% | -27.3% | +60.4% | +48.7% |
| 6M | +192.5% | -4.5% | +196.9% | +194.6% |
| YTD | +160.9% | +15.1% | +145.8% | +145.0% |
| 1Y | +155.0% | +21.1% | +133.9% | +133.9% |
| 3Y | +289.4% | -14.1% | +303.5% | +290.4% |
| All | +396.0% | +25.4% | +370.6% | +333.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling