+172.6%
HPE vs ODFL
-4.3%
+176.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.8% | +6.0% |
| 7D | +13.6% | -3.0% | +16.7% | +14.8% |
| 30D | +7.7% | -14.3% | +22.0% | +13.6% |
| 3M | +22.4% | -26.7% | +49.1% | +35.8% |
| 6M | +172.6% | -7.5% | +180.1% | +178.4% |
| All | +172.6% | -4.3% | +176.9% | +178.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling