+677.4%
HLT vs TYL
+183.6%
+493.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +13.7% | +21.1% | -7.4% | +7.0% |
| 3M | +16.3% | +28.9% | -12.6% | +6.9% |
| 6M | +19.9% | +42.0% | -22.1% | +5.5% |
| YTD | +30.1% | -6.6% | +36.6% | +30.4% |
| 1Y | +38.5% | -9.1% | +47.6% | +40.2% |
| 3Y | +131.0% | +1.8% | +129.2% | +118.3% |
| 5Y | +163.7% | -22.9% | +186.6% | +168.4% |
| All | +677.4% | +183.6% | +493.8% | +393.5% |
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