+365.4%
HPE vs TYL
+174.6%
+190.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.3% |
| 7D | -7.1% | +3.5% | -10.7% | -8.0% |
| 30D | -35.3% | +26.9% | -62.2% | -39.3% |
| 3M | -10.4% | +33.8% | -44.3% | -17.8% |
| 6M | +52.5% | +28.8% | +23.6% | +39.2% |
| YTD | +100.3% | -7.9% | +108.2% | +101.5% |
| 1Y | +106.4% | -9.8% | +116.1% | +108.8% |
| 3Y | +227.4% | +1.2% | +226.2% | +213.8% |
| 5Y | +250.6% | -22.8% | +273.4% | +257.5% |
| 10Y | +365.4% | +168.8% | +196.6% | +193.2% |
| All | +365.4% | +174.6% | +190.8% | +193.2% |
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 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