+220.1%
HUT vs ODFL
+281.5%
-61.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -8.1% |
| 7D | +9.3% | +5.8% | +3.5% | +5.7% |
| 30D | -23.1% | -5.3% | -17.8% | -21.1% |
| 3M | -30.6% | -19.0% | -11.6% | -22.2% |
| 6M | -46.9% | -7.5% | -39.4% | -46.4% |
| YTD | +25.3% | +11.8% | +13.5% | +10.7% |
| 1Y | +59.8% | +29.7% | +30.2% | +27.4% |
| 3Y | +467.2% | -9.1% | +476.3% | +447.0% |
| 5Y | -24.6% | +0.2% | -24.9% | -33.2% |
| All | +220.1% | +281.5% | -61.4% | +118.6% |
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 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