+390.3%
HWM vs ODFL
-12.7%
+403.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.0% |
| 7D | -8.0% | -3.0% | -5.0% | -7.5% |
| 30D | -18.0% | -14.3% | -3.7% | -15.5% |
| 3M | -9.5% | -26.7% | +17.2% | -3.7% |
| 6M | -8.4% | -7.5% | -0.9% | -7.8% |
| YTD | +13.6% | +16.5% | -2.9% | +7.5% |
| 1Y | +30.2% | +23.5% | +6.7% | +21.1% |
| All | +390.3% | -12.7% | +403.0% | +399.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling