+499.1%
HAL vs TYL
+14,906.9%
-14,407.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | -11.1% | +15.1% | -26.2% | -12.6% |
| 30D | -2.4% | +30.1% | -32.5% | -5.5% |
| 3M | +0.8% | +40.4% | -39.6% | -3.3% |
| 6M | -22.8% | +31.3% | -54.1% | -25.7% |
| YTD | +14.5% | -5.2% | +19.7% | +13.9% |
| 1Y | +20.2% | -6.6% | +26.8% | +19.7% |
| 3Y | -15.2% | +3.4% | -18.6% | -16.9% |
| 5Y | +42.5% | -19.3% | +61.8% | +42.1% |
| 10Y | -16.5% | +178.1% | -194.6% | -27.5% |
| All | +499.1% | +14,906.9% | -14,407.8% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling