+102.4%
HL vs TYL
-37.9%
+140.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.2% |
| 7D | +7.1% | -7.6% | +14.7% | +6.9% |
| 30D | +21.4% | +11.3% | +10.1% | +22.2% |
| 3M | +37.4% | +14.5% | +22.9% | +38.5% |
| 6M | +0.4% | -7.1% | +7.6% | +5.0% |
| YTD | +6.7% | -23.4% | +30.1% | +14.6% |
| 1Y | +102.4% | -38.6% | +140.9% | +108.6% |
| All | +102.4% | -37.9% | +140.2% | +108.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling