+739.8%
HBAN vs TYL
+14,481.8%
-13,742.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | -0.6% | +3.5% | -4.1% | -1.0% |
| 30D | +3.9% | +26.9% | -23.0% | +1.1% |
| 3M | -8.4% | +33.8% | -42.2% | -11.5% |
| 6M | +0.6% | +28.8% | -28.2% | -2.7% |
| YTD | -5.5% | -7.9% | +2.3% | -5.6% |
| 1Y | +5.4% | -9.8% | +15.1% | +5.5% |
| 3Y | +76.7% | +1.2% | +75.5% | +74.1% |
| 5Y | +25.1% | -22.8% | +47.9% | +25.9% |
| 10Y | +121.5% | +168.8% | -47.3% | +94.4% |
| All | +739.8% | +14,481.8% | -13,742.1% | +437.5% |
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