+152.3%
HUM vs ODFL
+742.1%
-589.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +2.1% | -3.3% | +5.3% | +2.9% |
| 30D | +5.4% | -15.3% | +20.7% | +9.8% |
| 3M | +11.4% | -27.3% | +38.7% | +20.6% |
| 6M | +141.5% | -4.5% | +146.0% | +141.6% |
| YTD | +61.2% | +15.1% | +46.0% | +52.2% |
| 1Y | +49.2% | +21.1% | +28.1% | +38.8% |
| 3Y | -9.0% | -14.1% | +5.1% | -9.8% |
| 5Y | +7.2% | +26.6% | -19.4% | -11.4% |
| All | +152.3% | +742.1% | -589.8% | +4.8% |
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