+398.3%
ODFL vs USHY
+50.7%
+347.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | +0.2% | 0.0% | +0.1% | +0.1% |
| 30D | -13.4% | 0.0% | -13.4% | -13.4% |
| 3M | -24.2% | +1.2% | -25.3% | -25.7% |
| 6M | -3.3% | +2.6% | -5.9% | -7.6% |
| YTD | +19.8% | +2.4% | +17.3% | +15.0% |
| 1Y | +24.5% | +4.2% | +20.3% | +16.0% |
| 3Y | -9.6% | +28.0% | -37.7% | -40.5% |
| 5Y | +28.0% | +21.8% | +6.2% | -7.0% |
| All | +398.3% | +50.7% | +347.6% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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