+4,981.4%
ODFL vs HBM
+613.3%
+4,368.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -6.3% | -6.4% | +0.1% | -5.2% |
| 30D | -13.6% | +5.9% | -19.5% | -14.5% |
| 3M | -24.2% | -8.9% | -15.3% | -23.8% |
| 6M | -13.8% | +10.7% | -24.5% | -16.7% |
| YTD | +19.0% | +38.3% | -19.2% | +10.0% |
| 1Y | +25.7% | +121.3% | -95.7% | +6.7% |
| 3Y | -13.1% | +450.6% | -463.7% | -38.9% |
| 5Y | +26.7% | +338.0% | -311.3% | -11.2% |
| 10Y | +721.5% | +578.6% | +142.9% | +363.5% |
| All | +4,981.4% | +613.3% | +4,368.0% | +2,198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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