-18.9%
HUT vs ODFL
+0.6%
-19.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.0% |
| 7D | +34.9% | +0.6% | +34.2% | +34.0% |
| 30D | -25.9% | -6.3% | -19.6% | -23.0% |
| 3M | -31.7% | -19.1% | -12.6% | -21.7% |
| 6M | -42.2% | -9.9% | -32.3% | -40.8% |
| YTD | +34.9% | +9.9% | +25.0% | +15.7% |
| 1Y | +48.5% | +24.4% | +24.1% | +14.4% |
| 3Y | +471.2% | -11.0% | +482.2% | +434.4% |
| 5Y | -18.9% | -1.4% | -17.5% | -37.6% |
| All | -18.9% | +0.6% | -19.5% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling