+100.5%
HAS vs TYL
+168.7%
-68.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | -0.2% | +6.7% | -6.8% | -2.0% |
| 30D | +31.0% | +26.5% | +4.5% | +22.3% |
| 3M | +30.7% | +37.3% | -6.6% | +18.7% |
| 6M | +23.9% | +31.2% | -7.3% | +13.1% |
| YTD | +48.3% | -7.4% | +55.7% | +49.1% |
| 1Y | +60.2% | -9.6% | +69.8% | +62.2% |
| 3Y | +189.2% | +1.9% | +187.3% | +175.3% |
| 5Y | +50.4% | -21.1% | +71.5% | +50.6% |
| All | +100.5% | +168.7% | -68.2% | +28.0% |
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