+102.2%
HAS vs TYL
+169.5%
-67.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +3.3% | +4.3% | -1.0% | +2.0% |
| 30D | +30.5% | +28.0% | +2.6% | +21.4% |
| 3M | +29.9% | +32.3% | -2.4% | +19.2% |
| 6M | +26.5% | +29.9% | -3.4% | +15.9% |
| YTD | +51.9% | -7.1% | +59.1% | +52.6% |
| 1Y | +60.9% | -9.2% | +70.1% | +62.7% |
| 3Y | +215.0% | +0.7% | +214.3% | +201.1% |
| 5Y | +51.5% | -21.1% | +72.6% | +51.6% |
| 10Y | +102.2% | +180.8% | -78.6% | +28.1% |
| All | +102.2% | +169.5% | -67.3% | +28.1% |
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