+37,102.0%
ODFL vs JHX
+2,243.5%
+34,858.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -3.3% | -6.3% | +3.0% | -1.7% |
| 30D | -15.3% | -7.7% | -7.5% | -13.6% |
| 3M | -27.3% | +19.2% | -46.5% | -30.8% |
| 6M | -4.5% | +38.3% | -42.8% | -12.8% |
| YTD | +15.1% | +37.2% | -22.1% | +5.2% |
| 1Y | +21.1% | +42.3% | -21.2% | +9.1% |
| 3Y | -14.1% | -4.4% | -9.7% | -19.3% |
| 5Y | +26.6% | -26.4% | +53.0% | +24.3% |
| 10Y | +736.4% | +106.3% | +630.1% | +508.0% |
| All | +37,102.0% | +2,243.5% | +34,858.5% | +14,122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling