+27.3%
ODFL vs HALO
+158.6%
-131.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.3% | -2.7% | -0.6% | -2.8% |
| 30D | -15.3% | +5.3% | -20.6% | -16.2% |
| 3M | -27.3% | +51.6% | -78.9% | -33.2% |
| 6M | -4.5% | +61.3% | -65.7% | -13.5% |
| YTD | +15.1% | +59.3% | -44.1% | +4.5% |
| 1Y | +21.1% | +38.3% | -17.2% | +12.6% |
| 3Y | -14.1% | +185.9% | -200.0% | -33.4% |
| All | +27.3% | +158.6% | -131.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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