+2.9%
HAL vs TYL
+116.1%
-113.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.4% |
| 7D | +2.9% | -3.7% | +6.6% | +3.8% |
| 30D | +17.0% | +18.7% | -1.7% | +12.2% |
| 3M | -9.7% | +18.1% | -27.8% | -13.8% |
| 6M | +8.6% | -1.1% | +9.7% | +7.9% |
| YTD | +33.0% | -19.8% | +52.8% | +38.8% |
| 1Y | +68.3% | -34.3% | +102.6% | +85.4% |
| 3Y | +0.1% | -8.2% | +8.3% | -2.0% |
| 5Y | +102.6% | -25.4% | +128.0% | +105.6% |
| All | +2.9% | +116.1% | -113.3% | -21.4% |
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