+47.9%
ODFL vs HTZ
-89.5%
+137.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -6.3% | +7.5% | -13.8% | -7.1% |
| 30D | -13.6% | +47.4% | -61.0% | -18.6% |
| 3M | -24.2% | -54.9% | +30.7% | -18.8% |
| 6M | -13.8% | -47.0% | +33.2% | -10.5% |
| YTD | +19.0% | -55.3% | +74.3% | +26.2% |
| 1Y | +25.7% | -57.6% | +83.3% | +32.3% |
| 3Y | -13.1% | -86.6% | +73.5% | +5.6% |
| 5Y | +26.7% | -86.1% | +112.8% | +49.5% |
| All | +47.9% | -89.5% | +137.5% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling