+420.1%
HUT vs ODFL
+306.2%
+113.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | +17.8% | -6.3% | +24.1% | +22.3% |
| 30D | +0.8% | -13.6% | +14.4% | +9.9% |
| 3M | -26.8% | -24.2% | -2.6% | -14.5% |
| 6M | +72.6% | -13.8% | +86.3% | +84.9% |
| YTD | +103.6% | +19.0% | +84.6% | +75.2% |
| 1Y | +265.3% | +25.7% | +239.6% | +199.5% |
| 3Y | +689.4% | -13.1% | +702.5% | +696.8% |
| 5Y | +75.3% | +26.7% | +48.7% | +41.8% |
| All | +420.1% | +306.2% | +113.9% | +245.9% |
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