+49.2%
HUM vs ODFL
+24.1%
+25.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +2.1% | -3.3% | +5.3% | +2.8% |
| 30D | +5.4% | -15.3% | +20.7% | +9.2% |
| 3M | +11.4% | -27.3% | +38.7% | +19.8% |
| 6M | +141.5% | -4.5% | +146.0% | +137.3% |
| YTD | +61.2% | +15.1% | +46.0% | +41.2% |
| 1Y | +49.2% | +21.1% | +28.1% | +29.7% |
| All | +49.2% | +24.1% | +25.0% | +29.7% |
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