+1,773.8%
HWM vs ODFL
+676.6%
+1,097.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.1% | -6.3% | +4.2% | 0.0% |
| 30D | -11.0% | -13.6% | +2.6% | -6.4% |
| 3M | +4.0% | -24.2% | +28.2% | +14.3% |
| 6M | -0.2% | -13.8% | +13.6% | +3.7% |
| YTD | +26.7% | +19.0% | +7.6% | +14.9% |
| 1Y | +44.7% | +25.7% | +19.0% | +27.5% |
| 3Y | +426.1% | -13.1% | +439.2% | +417.3% |
| 5Y | +738.5% | +26.7% | +711.8% | +556.0% |
| All | +1,773.8% | +676.6% | +1,097.2% | +426.6% |
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