+84.2%
HST vs TYL
-22.0%
+106.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.3% |
| 7D | +0.6% | +4.3% | -3.7% | -0.6% |
| 30D | +14.5% | +28.0% | -13.5% | +6.7% |
| 3M | +15.4% | +32.3% | -16.9% | +6.0% |
| 6M | +22.0% | +29.9% | -7.9% | +11.7% |
| YTD | +54.9% | -7.1% | +62.0% | +57.0% |
| 1Y | +54.0% | -9.2% | +63.2% | +57.3% |
| 3Y | +90.4% | +0.7% | +89.7% | +81.0% |
| 5Y | +84.2% | -21.1% | +105.3% | +83.5% |
| All | +84.2% | -22.0% | +106.3% | +83.5% |
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 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