+51.2%
HAS vs TYL
-20.5%
+71.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | 0.0% | +15.1% | -15.1% | -3.8% |
| 30D | +31.3% | +30.1% | +1.3% | +22.2% |
| 3M | +32.1% | +40.4% | -8.3% | +20.1% |
| 6M | +28.1% | +31.3% | -3.1% | +17.8% |
| YTD | +49.1% | -5.2% | +54.3% | +50.0% |
| 1Y | +60.5% | -6.6% | +67.1% | +62.2% |
| 3Y | +183.9% | +3.4% | +180.5% | +168.9% |
| 5Y | +51.2% | -19.3% | +70.5% | +45.1% |
| All | +51.2% | -20.5% | +71.7% | +45.1% |
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 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