+550.4%
ODFL vs THC
+1,758.3%
-1,207.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -5.4% | +8.8% | -14.3% | -6.8% |
| 30D | -7.7% | +10.0% | -17.7% | -9.2% |
| 3M | -20.8% | +11.7% | -32.5% | -22.4% |
| 6M | -15.0% | +52.5% | -67.5% | -21.4% |
| YTD | +7.6% | +46.1% | -38.5% | -0.3% |
| 1Y | +22.7% | +49.1% | -26.4% | +13.1% |
| 3Y | -12.9% | +439.6% | -452.5% | -36.9% |
| 5Y | -0.1% | +263.2% | -263.2% | -24.9% |
| 10Y | +550.4% | +1,900.5% | -1,350.1% | +263.9% |
| All | +550.4% | +1,758.3% | -1,207.9% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling