-18.6%
HAL vs TYL
+168.7%
-187.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -12.0% | +6.7% | -18.6% | -13.4% |
| 30D | +0.3% | +26.5% | -26.3% | -5.4% |
| 3M | -1.6% | +37.3% | -38.9% | -9.2% |
| 6M | -20.5% | +31.2% | -51.6% | -26.4% |
| YTD | +14.2% | -7.4% | +21.6% | +14.8% |
| 1Y | +18.9% | -9.6% | +28.4% | +20.2% |
| 3Y | -13.7% | +1.9% | -15.6% | -17.5% |
| 5Y | +42.2% | -21.1% | +63.3% | +43.8% |
| All | -18.6% | +168.7% | -187.2% | -43.3% |
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