+3,324.5%
HAS vs TYL
+12,593.6%
-9,269.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | 0.0% |
| 7D | -1.8% | -3.7% | +1.9% | -1.4% |
| 30D | +2.3% | +18.7% | -16.5% | +0.2% |
| 3M | +10.4% | +18.1% | -7.8% | +8.0% |
| 6M | -3.2% | -1.1% | -2.1% | -3.6% |
| YTD | +15.4% | -19.8% | +35.2% | +17.4% |
| 1Y | +18.8% | -34.3% | +53.1% | +23.6% |
| 3Y | +43.9% | -8.2% | +52.2% | +43.5% |
| 5Y | +13.9% | -25.4% | +39.3% | +15.5% |
| 10Y | +56.4% | +115.6% | -59.2% | +41.0% |
| All | +3,324.5% | +12,593.6% | -9,269.1% | +1,775.6% |
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 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