+58.6%
ODFL vs ALHC
-31.6%
+90.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.5% |
| 7D | -3.0% | -4.1% | +1.1% | -2.7% |
| 30D | -14.3% | -5.4% | -8.8% | -14.0% |
| 3M | -26.7% | -32.1% | +5.4% | -25.2% |
| 6M | -7.5% | -28.5% | +21.0% | -6.5% |
| YTD | +16.5% | -34.0% | +50.6% | +18.3% |
| 1Y | +23.5% | -20.9% | +44.5% | +23.3% |
| 3Y | -12.1% | +151.5% | -163.6% | -23.9% |
| 5Y | +28.9% | -28.8% | +57.8% | +17.0% |
| All | +58.6% | -31.6% | +90.2% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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