+6,038.3%
HUM vs ODFL
+31,724.5%
-25,686.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -1.4% | -2.8% | +1.4% | -1.2% |
| 30D | +7.5% | -13.7% | +21.1% | +8.7% |
| 3M | +10.2% | -23.4% | +33.6% | +12.5% |
| 6M | +132.5% | -7.2% | +139.7% | +133.3% |
| YTD | +57.6% | +15.6% | +42.0% | +55.2% |
| 1Y | +48.6% | +24.2% | +24.4% | +45.5% |
| 3Y | -11.2% | -12.8% | +1.6% | -11.3% |
| 5Y | +4.8% | +27.1% | -22.3% | +0.8% |
| 10Y | +147.1% | +739.9% | -592.8% | +110.4% |
| All | +6,038.3% | +31,724.5% | -25,686.2% | +4,528.0% |
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