+719.8%
ODFL vs HIG
+313.7%
+406.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.3% | -1.5% | -1.8% | -2.8% |
| 30D | -15.3% | -0.4% | -14.9% | -15.3% |
| 3M | -27.3% | +6.7% | -34.0% | -29.0% |
| 6M | -4.5% | +2.0% | -6.5% | -5.4% |
| YTD | +15.1% | +0.3% | +14.9% | +14.7% |
| 1Y | +21.1% | +4.2% | +16.9% | +18.9% |
| 3Y | -14.1% | +102.2% | -116.3% | -31.8% |
| 5Y | +26.6% | +118.5% | -91.9% | -2.2% |
| All | +719.8% | +313.7% | +406.2% | +436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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