-13.1%
ODFL vs HRB
+25.9%
-39.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | -3.0% | -10.6% | +7.6% | -1.7% |
| 30D | -14.3% | -0.8% | -13.4% | -14.5% |
| 3M | -26.7% | +19.1% | -45.8% | -28.7% |
| 6M | -7.5% | +48.7% | -56.2% | -13.0% |
| YTD | +16.5% | +7.1% | +9.4% | +16.6% |
| 1Y | +23.5% | -8.3% | +31.9% | +27.7% |
| All | -13.1% | +25.9% | -39.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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