+0.1%
ODFL vs HTZ
-93.6%
+93.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.9% | +0.3% |
| 7D | -5.0% | -27.4% | +22.5% | -1.5% |
| 30D | -6.3% | -11.4% | +5.1% | -5.3% |
| 3M | -18.5% | -33.1% | +14.6% | -15.4% |
| 6M | -12.4% | -73.5% | +61.1% | -0.2% |
| YTD | +9.2% | -68.1% | +77.3% | +19.9% |
| 1Y | +23.0% | -74.3% | +97.3% | +38.8% |
| 3Y | -11.6% | -80.9% | +69.3% | -2.8% |
| 5Y | +0.1% | -93.8% | +93.9% | +38.8% |
| All | +0.1% | -93.6% | +93.8% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling