-9.6%
ODFL vs HDB
-27.8%
+18.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | +0.2% | -2.0% | +2.2% | +0.5% |
| 30D | -13.4% | -4.9% | -8.6% | -12.7% |
| 3M | -24.2% | -2.3% | -21.9% | -24.2% |
| 6M | -3.3% | -23.7% | +20.4% | +0.8% |
| YTD | +19.8% | -38.5% | +58.2% | +28.7% |
| 1Y | +24.5% | -36.5% | +61.0% | +33.0% |
| 3Y | -9.6% | -28.5% | +18.8% | -7.1% |
| All | -9.6% | -27.8% | +18.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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