+522.9%
HPE vs TYL
+146.1%
+376.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | -18.7% | +6.7% | -25.4% | -20.1% |
| 30D | -37.9% | +26.5% | -64.4% | -41.7% |
| 3M | -14.4% | +37.3% | -51.7% | -22.1% |
| 6M | +48.2% | +31.2% | +17.1% | +34.3% |
| YTD | +88.6% | -7.4% | +96.0% | +88.9% |
| 1Y | +94.8% | -9.6% | +104.3% | +96.4% |
| 3Y | +202.7% | +1.9% | +200.8% | +189.2% |
| 5Y | +231.6% | -21.1% | +252.8% | +234.6% |
| 10Y | +361.9% | +171.8% | +190.1% | +195.8% |
| All | +522.9% | +146.1% | +376.9% | +324.1% |
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