+789.5%
HBAN vs TYL
+12,593.6%
-11,804.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.3% |
| 7D | +0.7% | -3.7% | +4.3% | +1.1% |
| 30D | -3.2% | +18.7% | -22.0% | -5.2% |
| 3M | +4.0% | +18.1% | -14.2% | +1.7% |
| 6M | +3.1% | -1.1% | +4.3% | +2.7% |
| YTD | 0.0% | -19.8% | +19.9% | +1.7% |
| 1Y | -1.2% | -34.3% | +33.1% | +2.6% |
| 3Y | +72.5% | -8.2% | +80.7% | +72.0% |
| 5Y | +39.3% | -25.4% | +64.7% | +41.0% |
| 10Y | +157.3% | +115.6% | +41.8% | +131.5% |
| All | +789.5% | +12,593.6% | -11,804.1% | +479.0% |
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