+27.3%
ODFL vs JHX
-27.7%
+55.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -3.3% | -6.3% | +3.0% | -1.4% |
| 30D | -15.3% | -7.7% | -7.5% | -13.3% |
| 3M | -27.3% | +19.2% | -46.5% | -31.4% |
| 6M | -4.5% | +38.3% | -42.8% | -14.1% |
| YTD | +15.1% | +37.2% | -22.1% | +3.6% |
| 1Y | +21.1% | +42.3% | -21.2% | +7.1% |
| 3Y | -14.1% | -4.4% | -9.7% | -22.3% |
| All | +27.3% | -27.7% | +55.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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