+1,330.6%
HST vs TYL
+12,593.6%
-11,263.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.9% |
| 7D | -1.0% | -3.7% | +2.6% | -0.5% |
| 30D | -12.3% | +18.7% | -31.0% | -14.5% |
| 3M | -6.4% | +18.1% | -24.5% | -9.0% |
| 6M | +15.0% | -1.1% | +16.1% | +14.4% |
| YTD | +30.5% | -19.8% | +50.3% | +33.2% |
| 1Y | +35.7% | -34.3% | +70.0% | +42.4% |
| 3Y | +68.4% | -8.2% | +76.6% | +67.5% |
| 5Y | +73.1% | -25.4% | +98.5% | +76.3% |
| 10Y | +92.7% | +115.6% | -22.8% | +68.4% |
| All | +1,330.6% | +12,593.6% | -11,263.0% | +569.6% |
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