+12.9%
HAS vs TYL
-25.2%
+38.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.6% |
| 7D | -1.8% | -3.7% | +1.9% | -0.9% |
| 30D | +2.3% | +18.7% | -16.5% | -2.5% |
| 3M | +10.4% | +18.1% | -7.8% | +4.7% |
| 6M | -3.2% | -1.1% | -2.1% | -3.8% |
| YTD | +15.4% | -19.8% | +35.2% | +21.7% |
| 1Y | +18.8% | -34.3% | +53.1% | +33.7% |
| 3Y | +43.9% | -8.2% | +52.2% | +40.2% |
| All | +12.9% | -25.2% | +38.1% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling