+495.9%
HPE vs TYL
+106.7%
+389.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.5% | +12.2% | +8.9% |
| 7D | +10.1% | -7.6% | +17.7% | +12.3% |
| 30D | +5.3% | +11.3% | -6.0% | +1.9% |
| 3M | +12.7% | +14.5% | -1.8% | +6.8% |
| 6M | +167.7% | -7.1% | +174.8% | +168.7% |
| YTD | +135.5% | -23.4% | +158.8% | +149.8% |
| 1Y | +143.4% | -38.6% | +182.0% | +177.5% |
| 3Y | +249.2% | -11.3% | +260.5% | +246.1% |
| 5Y | +343.8% | -28.0% | +371.8% | +357.1% |
| 10Y | +495.9% | +104.9% | +391.0% | +314.3% |
| All | +495.9% | +106.7% | +389.2% | +314.3% |
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