+677.7%
HPE vs ODFL
+850.5%
-172.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.5% |
| 7D | +10.1% | +0.2% | +10.0% | +10.1% |
| 30D | +5.3% | -13.4% | +18.7% | +11.8% |
| 3M | +12.7% | -24.2% | +36.9% | +25.8% |
| 6M | +167.7% | -3.3% | +171.0% | +168.5% |
| YTD | +135.5% | +19.8% | +115.7% | +115.0% |
| 1Y | +143.4% | +24.5% | +118.9% | +117.1% |
| 3Y | +249.2% | -9.6% | +258.8% | +243.2% |
| 5Y | +343.8% | +28.0% | +315.8% | +254.5% |
| 10Y | +495.9% | +735.3% | -239.4% | +80.1% |
| All | +677.7% | +850.5% | -172.9% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling