+28.0%
ODFL vs ALHC
-30.5%
+58.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.2% | -1.0% | +1.1% | +0.2% |
| 30D | -13.4% | -6.3% | -7.1% | -13.1% |
| 3M | -24.2% | -12.3% | -11.9% | -24.3% |
| 6M | -3.3% | -27.0% | +23.7% | -2.4% |
| YTD | +19.8% | -31.8% | +51.6% | +21.3% |
| 1Y | +24.5% | -17.0% | +41.5% | +23.8% |
| 3Y | -9.6% | +159.8% | -169.5% | -22.7% |
| 5Y | +28.0% | -25.1% | +53.2% | +13.0% |
| All | +28.0% | -30.5% | +58.5% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling