+163.4%
HLT vs TYL
-22.1%
+185.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | +0.8% | -1.6% | +2.4% | +1.3% |
| 30D | +13.1% | +22.1% | -9.0% | +6.9% |
| 3M | +15.6% | +33.4% | -17.7% | +6.2% |
| 6M | +19.0% | +36.8% | -17.8% | +7.4% |
| YTD | +29.9% | -6.7% | +36.6% | +32.1% |
| 1Y | +35.9% | -9.2% | +45.1% | +39.5% |
| 3Y | +132.1% | +1.2% | +130.9% | +120.8% |
| 5Y | +163.4% | -23.0% | +186.4% | +177.5% |
| All | +163.4% | -22.1% | +185.6% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling