+2,759.9%
HPQ vs ODFL
+31,973.1%
-29,213.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.4% |
| 7D | +2.2% | -3.0% | +5.2% | +2.7% |
| 30D | +9.7% | -14.3% | +24.0% | +12.4% |
| 3M | +32.7% | -26.7% | +59.5% | +39.5% |
| 6M | +77.7% | -7.5% | +85.2% | +79.3% |
| YTD | +51.0% | +16.5% | +34.5% | +46.4% |
| 1Y | +18.4% | +23.5% | -5.1% | +13.6% |
| 3Y | +25.6% | -12.1% | +37.6% | +25.9% |
| 5Y | +38.6% | +28.9% | +9.7% | +30.5% |
| 10Y | +226.1% | +746.5% | -520.3% | +140.1% |
| All | +2,759.9% | +31,973.1% | -29,213.2% | +1,266.8% |
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