+31,321.3%
ODFL vs FHN
+976.2%
+30,345.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +0.6% | +1.3% | -0.6% | +0.3% |
| 30D | -6.3% | +2.8% | -9.1% | -7.0% |
| 3M | -19.1% | -8.9% | -10.2% | -16.9% |
| 6M | -9.9% | -0.7% | -9.2% | -9.7% |
| YTD | +9.9% | +0.1% | +9.9% | +10.1% |
| 1Y | +24.4% | +10.4% | +14.0% | +21.1% |
| 3Y | -11.0% | +128.8% | -139.8% | -30.3% |
| 5Y | -1.4% | +61.5% | -62.9% | -19.5% |
| 10Y | +555.3% | +83.0% | +472.2% | +372.8% |
| All | +31,321.3% | +976.2% | +30,345.1% | +12,699.5% |
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