+50.0%
HUM vs ODFL
+32.0%
+18.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.6% | +3.5% | -1.9% | +1.0% |
| 30D | +3.5% | 0.0% | +3.5% | +3.4% |
| 3M | +15.5% | -18.1% | +33.6% | +19.8% |
| 6M | +76.2% | -6.4% | +82.6% | +77.0% |
| YTD | +64.5% | +14.9% | +49.6% | +42.1% |
| 1Y | +50.0% | +27.7% | +22.3% | +19.9% |
| All | +50.0% | +32.0% | +18.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling