+52.2%
ODFL vs ALHC
-61.4%
+113.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +1.8% |
| 7D | +5.8% | +0.3% | +5.6% | +5.8% |
| 30D | -5.3% | -10.6% | +5.2% | -4.7% |
| 3M | -19.0% | -45.3% | +26.4% | -15.9% |
| 6M | -7.5% | -59.7% | +52.2% | -3.0% |
| YTD | +11.8% | -62.7% | +74.5% | +17.5% |
| 1Y | +29.7% | -56.1% | +85.8% | +34.3% |
| 3Y | -9.1% | +21.3% | -30.4% | -16.7% |
| 5Y | +0.2% | -66.0% | +66.2% | -5.2% |
| All | +52.2% | -61.4% | +113.5% | +40.6% |
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