+276.2%
HPE vs TYL
-23.0%
+299.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +7.9% | +0.8% | +7.0% | +7.7% |
| 30D | -23.5% | +21.1% | -44.6% | -26.0% |
| 3M | -19.1% | +28.9% | -48.0% | -23.2% |
| 6M | +51.4% | +42.0% | +9.4% | +38.3% |
| YTD | +103.4% | -6.6% | +110.0% | +108.7% |
| 1Y | +114.4% | -9.1% | +123.5% | +121.6% |
| 3Y | +224.7% | +1.8% | +222.8% | +219.6% |
| All | +276.2% | -23.0% | +299.2% | +281.6% |
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