+311.9%
HPE vs TYL
-24.8%
+336.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.7% |
| 7D | -0.6% | -3.7% | +3.1% | +0.2% |
| 30D | -2.3% | +18.7% | -21.0% | -5.9% |
| 3M | -2.9% | +18.1% | -21.0% | -7.3% |
| 6M | +143.6% | -1.1% | +144.7% | +142.8% |
| YTD | +118.5% | -19.8% | +138.3% | +130.5% |
| 1Y | +129.2% | -34.3% | +163.5% | +157.1% |
| 3Y | +212.5% | -8.2% | +220.7% | +211.7% |
| All | +311.9% | -24.8% | +336.7% | +310.4% |
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