+135.5%
HL vs TYL
+169.5%
-34.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.5% |
| 7D | +8.2% | +4.3% | +3.9% | +7.0% |
| 30D | -16.3% | +28.0% | -44.2% | -22.3% |
| 3M | -18.6% | +32.3% | -50.9% | -25.5% |
| 6M | -23.2% | +29.9% | -53.1% | -30.4% |
| YTD | -25.5% | -7.1% | -18.4% | -25.1% |
| 1Y | -4.8% | -9.2% | +4.4% | -3.7% |
| 3Y | +281.4% | +0.7% | +280.7% | +258.6% |
| 5Y | +137.8% | -21.1% | +158.9% | +137.9% |
| 10Y | +135.5% | +180.8% | -45.3% | +78.2% |
| All | +135.5% | +169.5% | -34.1% | +78.2% |
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