-9.6%
ODFL vs FHN
+134.1%
-143.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | +0.2% | +2.7% | -2.5% | -1.2% |
| 30D | -13.4% | -3.1% | -10.3% | -12.1% |
| 3M | -24.2% | +2.3% | -26.5% | -25.0% |
| 6M | -3.3% | +9.7% | -13.1% | -7.5% |
| YTD | +19.8% | +4.7% | +15.0% | +17.2% |
| 1Y | +24.5% | +13.8% | +10.8% | +16.7% |
| 3Y | -9.6% | +131.6% | -141.2% | -32.9% |
| All | -9.6% | +134.1% | -143.8% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling