+746.5%
ODFL vs THC
+1,002.8%
-256.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -3.3% |
| 7D | -3.0% | +4.1% | -7.1% | -3.7% |
| 30D | -14.3% | +3.5% | -17.8% | -14.8% |
| 3M | -26.7% | +61.7% | -88.5% | -32.4% |
| 6M | -7.5% | +11.8% | -19.3% | -9.8% |
| YTD | +16.5% | +35.4% | -18.9% | +9.9% |
| 1Y | +23.5% | +37.0% | -13.5% | +15.9% |
| 3Y | -12.1% | +260.1% | -272.1% | -30.8% |
| 5Y | +28.9% | +262.6% | -233.7% | -1.3% |
| 10Y | +746.5% | +1,039.2% | -292.7% | +421.3% |
| All | +746.5% | +1,002.8% | -256.3% | +421.3% |
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