+655.5%
HWM vs ODFL
+27.3%
+628.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.6% | -11.3% | -10.9% |
| 7D | -9.2% | +0.2% | -9.3% | -9.2% |
| 30D | -17.9% | -13.4% | -4.4% | -14.7% |
| 3M | -6.0% | -24.2% | +18.1% | +0.9% |
| 6M | -7.4% | -3.3% | -4.0% | -7.7% |
| YTD | +13.1% | +19.8% | -6.7% | +4.8% |
| 1Y | +29.3% | +24.5% | +4.8% | +17.8% |
| 3Y | +389.9% | -9.6% | +399.6% | +381.5% |
| 5Y | +655.5% | +28.0% | +627.5% | +544.8% |
| All | +655.5% | +27.3% | +628.2% | +544.8% |
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 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