+490.2%
HCA vs TYL
+100.8%
+389.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | +2.9% | -11.5% | +14.5% | +6.2% |
| 30D | +2.4% | +3.9% | -1.5% | +1.1% |
| 3M | +13.0% | +10.8% | +2.3% | +9.6% |
| 6M | -21.4% | -5.3% | -16.1% | -21.1% |
| YTD | -9.5% | -26.1% | +16.6% | -3.5% |
| 1Y | +7.5% | -38.5% | +46.1% | +20.7% |
| 3Y | +57.6% | -14.5% | +72.0% | +55.6% |
| 5Y | +71.1% | -28.9% | +100.0% | +73.5% |
| All | +490.2% | +100.8% | +389.4% | +356.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling