+746.5%
ODFL vs HAS
+54.3%
+692.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.2% |
| 7D | -3.0% | -4.8% | +1.8% | -1.4% |
| 30D | -14.3% | -5.1% | -9.1% | -12.8% |
| 3M | -26.7% | +6.4% | -33.1% | -28.5% |
| 6M | -7.5% | -5.6% | -1.8% | -6.5% |
| YTD | +16.5% | +11.0% | +5.6% | +11.5% |
| 1Y | +23.5% | +16.8% | +6.7% | +16.1% |
| 3Y | -12.1% | +44.0% | -56.1% | -24.9% |
| 5Y | +28.9% | +11.0% | +17.9% | +18.4% |
| 10Y | +746.5% | +56.0% | +690.5% | +568.4% |
| All | +746.5% | +54.3% | +692.2% | +568.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling