-17.4%
HAL vs TYL
+183.3%
-200.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +2.6% | -1.6% | +4.2% | +3.0% |
| 30D | -0.1% | +22.1% | -22.2% | -4.9% |
| 3M | -1.1% | +33.4% | -34.5% | -8.1% |
| 6M | -20.7% | +36.8% | -57.5% | -27.4% |
| YTD | +17.5% | -6.7% | +24.2% | +17.9% |
| 1Y | +24.1% | -9.2% | +33.3% | +25.4% |
| 3Y | -8.4% | +1.2% | -9.6% | -12.1% |
| 5Y | +53.2% | -23.0% | +76.2% | +56.7% |
| All | -17.4% | +183.3% | -200.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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