+125.0%
HSY vs TYL
+106.7%
+18.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.8% |
| 7D | -1.6% | -7.6% | +6.0% | -0.3% |
| 30D | -4.2% | +11.3% | -15.6% | -6.0% |
| 3M | -0.7% | +14.5% | -15.2% | -3.1% |
| 6M | -21.8% | -7.1% | -14.6% | -21.3% |
| YTD | -2.7% | -23.4% | +20.7% | +0.6% |
| 1Y | -4.8% | -38.6% | +33.7% | +2.0% |
| 3Y | -9.4% | -11.3% | +1.9% | -10.2% |
| 5Y | +11.3% | -28.0% | +39.2% | +12.7% |
| 10Y | +125.0% | +104.9% | +20.2% | +88.0% |
| All | +125.0% | +106.7% | +18.4% | +88.0% |
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 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