+416.5%
HL vs TYL
-6.4%
+423.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.3% |
| 7D | +1.5% | -3.7% | +5.2% | +1.7% |
| 30D | +25.1% | +18.7% | +6.3% | +24.0% |
| 3M | +22.9% | +18.1% | +4.8% | +21.7% |
| 6M | -4.9% | -1.1% | -3.8% | -3.5% |
| YTD | +7.8% | -19.8% | +27.6% | +12.1% |
| 1Y | +133.9% | -34.3% | +168.2% | +150.4% |
| All | +416.5% | -6.4% | +423.0% | +424.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling