+4,399.7%
HAS vs TYL
+14,656.9%
-10,257.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +2.5% |
| 7D | +2.4% | +17.3% | -14.8% | +0.5% |
| 30D | +31.6% | +28.9% | +2.7% | +27.8% |
| 3M | +33.9% | +35.1% | -1.2% | +29.1% |
| 6M | +31.4% | +29.3% | +2.1% | +27.0% |
| YTD | +51.6% | -6.8% | +58.4% | +51.5% |
| 1Y | +65.2% | -9.9% | +75.1% | +65.7% |
| 3Y | +188.7% | +1.7% | +187.0% | +184.5% |
| 5Y | +55.7% | -21.6% | +77.3% | +56.8% |
| 10Y | +108.8% | +173.5% | -64.7% | +83.3% |
| All | +4,399.7% | +14,656.9% | -10,257.2% | +2,320.5% |
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