-13.7%
ODFL vs HIG
+101.8%
-115.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.8% | -2.3% | -0.5% | -1.8% |
| 30D | -13.7% | -1.2% | -12.5% | -13.3% |
| 3M | -23.4% | +6.3% | -29.7% | -25.8% |
| 6M | -7.2% | +0.6% | -7.7% | -7.8% |
| YTD | +15.6% | +0.6% | +15.0% | +15.0% |
| 1Y | +24.2% | +6.1% | +18.1% | +20.0% |
| All | -13.7% | +101.8% | -115.5% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling