+13.4%
HL vs TYL
+14,564.8%
-14,551.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.2% |
| 7D | +8.9% | +6.7% | +2.3% | +8.5% |
| 30D | -10.1% | +26.5% | -36.6% | -11.6% |
| 3M | -7.0% | +37.3% | -44.3% | -9.3% |
| 6M | -18.8% | +31.2% | -49.9% | -20.7% |
| YTD | -23.1% | -7.4% | -15.8% | -23.3% |
| 1Y | +8.9% | -9.6% | +18.4% | +8.9% |
| 3Y | +255.0% | +1.9% | +253.1% | +250.8% |
| 5Y | +151.5% | -21.1% | +172.6% | +151.9% |
| 10Y | +138.4% | +171.8% | -33.4% | +122.8% |
| All | +13.4% | +14,564.8% | -14,551.4% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling