+33,922.3%
ODFL vs THC
+550.7%
+33,371.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | -13.6% | +1.3% | -14.9% | -13.8% |
| 3M | -24.2% | +64.2% | -88.4% | -29.9% |
| 6M | -13.8% | +8.3% | -22.1% | -15.4% |
| YTD | +19.0% | +33.4% | -14.3% | +12.9% |
| 1Y | +25.7% | +37.7% | -12.0% | +18.3% |
| 3Y | -13.1% | +236.8% | -249.9% | -29.9% |
| 5Y | +26.7% | +249.3% | -222.6% | -0.6% |
| 10Y | +721.5% | +995.2% | -273.8% | +383.6% |
| All | +33,922.3% | +550.7% | +33,371.6% | +15,842.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling