+1,559.5%
HWM vs ODFL
+651.2%
+908.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -11.4% | -3.3% | -8.2% | -10.4% |
| 30D | -18.5% | -15.3% | -3.2% | -13.6% |
| 3M | -13.2% | -27.3% | +14.1% | -3.2% |
| 6M | -8.7% | -4.5% | -4.2% | -8.7% |
| YTD | +12.2% | +15.1% | -3.0% | +3.0% |
| 1Y | +24.9% | +21.1% | +3.8% | +11.6% |
| 3Y | +383.9% | -14.1% | +398.0% | +376.6% |
| 5Y | +646.1% | +26.6% | +619.6% | +481.2% |
| All | +1,559.5% | +651.2% | +908.3% | +371.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling