+2,784.0%
HST vs ODFL
+32,662.3%
-29,878.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.0% | -6.3% | +5.2% | +0.3% |
| 30D | -12.3% | -13.6% | +1.3% | -9.6% |
| 3M | -6.4% | -24.2% | +17.8% | -1.0% |
| 6M | +15.0% | -13.8% | +28.8% | +18.0% |
| YTD | +30.5% | +19.0% | +11.5% | +24.9% |
| 1Y | +35.7% | +25.7% | +10.0% | +28.0% |
| 3Y | +68.4% | -13.1% | +81.5% | +69.1% |
| 5Y | +73.1% | +26.7% | +46.5% | +58.9% |
| 10Y | +92.7% | +721.5% | -628.8% | +23.1% |
| All | +2,784.0% | +32,662.3% | -29,878.3% | +1,218.6% |
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