+78.0%
HST vs TYL
+2.6%
+75.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.2% |
| 7D | -2.7% | +6.7% | -9.3% | -3.5% |
| 30D | +10.7% | +26.5% | -15.8% | +7.2% |
| 3M | +6.3% | +37.3% | -31.0% | +1.5% |
| 6M | +19.0% | +31.2% | -12.2% | +14.1% |
| YTD | +47.0% | -7.4% | +54.4% | +50.5% |
| 1Y | +53.4% | -9.6% | +63.0% | +58.0% |
| 3Y | +78.0% | +1.9% | +76.1% | +80.2% |
| All | +78.0% | +2.6% | +75.4% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling