+33,922.4%
ODFL vs FHN
+1,038.7%
+32,883.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -6.3% | +1.2% | -7.5% | -6.6% |
| 30D | -13.6% | -4.7% | -8.9% | -12.4% |
| 3M | -24.2% | +3.5% | -27.7% | -24.9% |
| 6M | -13.8% | +7.8% | -21.6% | -15.5% |
| YTD | +19.0% | +5.9% | +13.2% | +17.3% |
| 1Y | +25.7% | +12.5% | +13.2% | +21.3% |
| 3Y | -13.1% | +117.2% | -130.3% | -31.2% |
| 5Y | +26.7% | +86.5% | -59.9% | -1.2% |
| 10Y | +721.5% | +125.7% | +595.8% | +456.9% |
| All | +33,922.4% | +1,038.7% | +32,883.7% | +13,530.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling