+122.4%
HST vs TYL
+183.6%
-61.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.6% | +0.8% | +2.7% | +3.3% |
| 30D | +11.2% | +21.1% | -9.9% | +4.8% |
| 3M | +13.1% | +28.9% | -15.8% | +4.2% |
| 6M | +23.9% | +42.0% | -18.1% | +9.5% |
| YTD | +52.3% | -6.6% | +58.9% | +52.5% |
| 1Y | +56.7% | -9.1% | +65.7% | +58.3% |
| 3Y | +87.5% | +1.8% | +85.7% | +77.8% |
| 5Y | +82.8% | -22.9% | +105.7% | +84.4% |
| All | +122.4% | +183.6% | -61.2% | +57.5% |
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