-14.8%
ODFL vs HTZ
-82.6%
+67.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.4% | +5.1% | -2.6% |
| 7D | -4.4% | -14.6% | +10.2% | -3.3% |
| 30D | -6.1% | -20.8% | +14.7% | -4.5% |
| 3M | -21.9% | -18.8% | -3.1% | -21.2% |
| 6M | -17.6% | -74.7% | +57.1% | -8.9% |
| YTD | +5.6% | -68.1% | +73.7% | +13.3% |
| 1Y | +20.5% | -73.5% | +94.0% | +31.1% |
| 3Y | -14.8% | -81.8% | +67.0% | -9.1% |
| All | -14.8% | -82.6% | +67.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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