+621.7%
HPE vs TYL
+113.0%
+508.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.4% |
| 7D | -0.6% | -3.7% | +3.1% | +0.4% |
| 30D | -2.3% | +18.7% | -21.0% | -6.9% |
| 3M | -2.9% | +18.1% | -21.0% | -8.6% |
| 6M | +143.6% | -1.1% | +144.7% | +140.3% |
| YTD | +118.5% | -19.8% | +138.3% | +128.9% |
| 1Y | +129.2% | -34.3% | +163.5% | +155.8% |
| 3Y | +212.5% | -8.2% | +220.7% | +207.7% |
| 5Y | +286.9% | -25.4% | +312.3% | +295.6% |
| 10Y | +432.3% | +115.6% | +316.8% | +265.3% |
| All | +621.7% | +113.0% | +508.7% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling