-14.8%
ODFL vs HAS
+181.4%
-196.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | -6.1% | +31.0% | -37.1% | -14.2% |
| 3M | -21.9% | +30.7% | -52.5% | -28.7% |
| 6M | -17.6% | +23.9% | -41.5% | -23.8% |
| YTD | +5.6% | +48.3% | -42.7% | -8.4% |
| 1Y | +20.5% | +60.2% | -39.7% | +2.0% |
| 3Y | -14.8% | +189.2% | -204.0% | -40.5% |
| All | -14.8% | +181.4% | -196.2% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling