+28.0%
ODFL vs THC
+248.0%
-219.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | +0.2% | -2.6% | +2.7% | +0.7% |
| 30D | -13.4% | -1.2% | -12.3% | -13.3% |
| 3M | -24.2% | +58.9% | -83.1% | -32.3% |
| 6M | -3.3% | +9.3% | -12.6% | -6.1% |
| YTD | +19.8% | +30.4% | -10.6% | +11.1% |
| 1Y | +24.5% | +34.6% | -10.1% | +13.9% |
| 3Y | -9.6% | +246.7% | -256.3% | -39.0% |
| 5Y | +28.0% | +244.5% | -216.5% | -17.2% |
| All | +28.0% | +248.0% | -219.9% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling