+546.0%
ODFL vs HAS
+97.5%
+448.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | +5.8% | +1.4% | +4.5% | +5.3% |
| 30D | -5.3% | +26.3% | -31.6% | -12.7% |
| 3M | -19.0% | +25.6% | -44.6% | -25.2% |
| 6M | -7.5% | +30.3% | -37.7% | -16.2% |
| YTD | +11.8% | +50.4% | -38.6% | -3.7% |
| 1Y | +29.7% | +57.7% | -28.1% | +10.0% |
| 3Y | -9.1% | +213.4% | -222.5% | -40.3% |
| 5Y | +0.2% | +49.1% | -48.9% | -16.7% |
| All | +546.0% | +97.5% | +448.5% | +365.8% |
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