+31,109.0%
ODFL vs THC
+619.3%
+30,489.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.3% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | -6.3% | +9.0% | -15.3% | -7.6% |
| 3M | -18.5% | +12.9% | -31.4% | -20.1% |
| 6M | -12.4% | +52.8% | -65.2% | -18.4% |
| YTD | +9.2% | +47.4% | -38.2% | +1.8% |
| 1Y | +23.0% | +47.7% | -24.8% | +14.5% |
| 3Y | -11.6% | +444.7% | -456.3% | -33.6% |
| 5Y | +0.1% | +269.3% | -269.1% | -22.1% |
| 10Y | +550.8% | +1,913.5% | -1,362.7% | +254.6% |
| All | +31,109.0% | +619.3% | +30,489.7% | +14,282.7% |
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