+106.1%
HBAN vs TYL
+185.3%
-79.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | -1.1% | +0.5% | -1.7% | -1.3% |
| 30D | +3.1% | +25.2% | -22.1% | -2.6% |
| 3M | -9.8% | +31.8% | -41.5% | -16.2% |
| 6M | +1.4% | +36.3% | -34.9% | -7.4% |
| YTD | -5.8% | -6.3% | +0.5% | -5.6% |
| 1Y | +4.2% | -9.5% | +13.7% | +5.4% |
| 3Y | +74.9% | +1.6% | +73.3% | +68.6% |
| 5Y | +21.7% | -21.8% | +43.4% | +22.9% |
| 10Y | +106.1% | +183.3% | -77.2% | +43.7% |
| All | +106.1% | +185.3% | -79.2% | +43.7% |
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