+27.1%
ODFL vs BHP
+112.0%
-84.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -1.6% |
| 30D | -13.7% | -0.8% | -12.8% | -13.6% |
| 3M | -23.4% | +7.6% | -31.0% | -25.7% |
| 6M | -7.2% | +20.8% | -28.0% | -14.3% |
| YTD | +15.6% | +50.8% | -35.1% | -1.6% |
| 1Y | +24.2% | +70.9% | -46.7% | +1.0% |
| 3Y | -12.8% | +78.0% | -90.8% | -31.5% |
| 5Y | +27.1% | +113.1% | -86.0% | -6.4% |
| All | +27.1% | +112.0% | -84.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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