+24.2%
ODFL vs FHN
+11.4%
+12.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | -13.7% | -2.6% | -11.0% | -12.3% |
| 3M | -23.4% | +0.8% | -24.2% | -23.8% |
| 6M | -7.2% | +9.2% | -16.4% | -11.6% |
| YTD | +15.6% | +5.1% | +10.5% | +12.4% |
| 1Y | +24.2% | +12.2% | +12.0% | +18.9% |
| All | +24.2% | +11.4% | +12.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling