+646.9%
HLT vs TYL
+264.8%
+382.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.2% |
| 7D | -3.3% | -3.7% | +0.4% | -2.3% |
| 30D | -4.1% | +18.7% | -22.8% | -9.1% |
| 3M | -7.9% | +18.1% | -26.1% | -13.3% |
| 6M | +2.2% | -1.1% | +3.3% | +1.0% |
| YTD | +8.5% | -19.8% | +28.3% | +13.8% |
| 1Y | +12.1% | -34.3% | +46.4% | +25.5% |
| 3Y | +107.6% | -8.2% | +115.8% | +103.0% |
| 5Y | +156.4% | -25.4% | +181.8% | +162.0% |
| 10Y | +566.3% | +115.6% | +450.7% | +383.6% |
| All | +646.9% | +264.8% | +382.1% | +384.8% |
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 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