+1,512.4%
HST vs TYL
+14,906.9%
-13,394.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -5.9% |
| 7D | -4.2% | +15.1% | -19.3% | -6.2% |
| 30D | +9.6% | +30.1% | -20.5% | +5.3% |
| 3M | -1.1% | +40.4% | -41.5% | -6.2% |
| 6M | +21.1% | +31.3% | -10.2% | +15.5% |
| YTD | +47.1% | -5.2% | +52.3% | +46.2% |
| 1Y | +64.0% | -6.6% | +70.6% | +63.4% |
| 3Y | +77.1% | +3.4% | +73.7% | +72.9% |
| 5Y | +71.8% | -19.3% | +91.0% | +72.5% |
| 10Y | +146.3% | +178.1% | -31.8% | +107.3% |
| All | +1,512.4% | +14,906.9% | -13,394.5% | +635.0% |
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