+122.4%
HST vs ODFL
+559.8%
-437.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | +3.6% | +5.8% | -2.3% | +1.3% |
| 30D | +11.2% | -5.3% | +16.5% | +13.4% |
| 3M | +13.1% | -19.0% | +32.1% | +22.3% |
| 6M | +23.9% | -7.5% | +31.4% | +26.2% |
| YTD | +52.3% | +11.8% | +40.5% | +42.1% |
| 1Y | +56.7% | +29.7% | +27.0% | +37.2% |
| 3Y | +87.5% | -9.1% | +96.7% | +81.9% |
| 5Y | +82.8% | +0.2% | +82.6% | +62.4% |
| All | +122.4% | +559.8% | -437.3% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling