+390.2%
HPE vs TYL
+185.3%
+204.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | -28.6% | +25.2% | -53.7% | -32.6% |
| 3M | -7.4% | +31.8% | -39.1% | -14.6% |
| 6M | +63.7% | +36.3% | +27.4% | +47.0% |
| YTD | +111.7% | -6.3% | +118.0% | +112.2% |
| 1Y | +123.5% | -9.5% | +133.0% | +126.4% |
| 3Y | +238.7% | +1.6% | +237.1% | +224.9% |
| 5Y | +261.0% | -21.8% | +282.8% | +267.4% |
| 10Y | +390.2% | +183.3% | +206.9% | +202.8% |
| All | +390.2% | +185.3% | +204.9% | +202.8% |
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 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