+134.4%
HL vs TYL
+183.3%
-48.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | -7.6% | -1.6% | -6.0% | -7.2% |
| 30D | -17.5% | +22.1% | -39.6% | -22.3% |
| 3M | -26.2% | +33.4% | -59.6% | -32.6% |
| 6M | -35.1% | +36.8% | -71.9% | -42.1% |
| YTD | -30.4% | -6.7% | -23.7% | -30.1% |
| 1Y | -14.0% | -9.2% | -4.7% | -12.9% |
| 3Y | +256.3% | +1.2% | +255.1% | +234.6% |
| 5Y | +112.5% | -23.0% | +135.5% | +114.7% |
| All | +134.4% | +183.3% | -48.9% | +78.0% |
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 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