-12.9%
ODFL vs ALHC
+17.4%
-30.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -3.2% |
| 7D | -4.4% | +1.0% | -5.4% | -4.5% |
| 30D | -6.1% | -14.2% | +8.1% | -5.6% |
| 3M | -21.9% | -45.1% | +23.3% | -20.1% |
| 6M | -17.6% | -59.5% | +42.0% | -15.3% |
| YTD | +5.6% | -62.8% | +68.5% | +8.7% |
| 1Y | +20.5% | -55.5% | +76.0% | +22.5% |
| All | -12.9% | +17.4% | -30.4% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling