+127.8%
HSY vs TYL
+169.5%
-41.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +3.8% | +4.3% | -0.5% | +3.1% |
| 30D | +6.9% | +28.0% | -21.1% | +2.8% |
| 3M | -4.1% | +32.3% | -36.4% | -8.4% |
| 6M | -5.0% | +29.9% | -34.9% | -9.3% |
| YTD | -2.3% | -7.1% | +4.8% | -2.2% |
| 1Y | +6.1% | -9.2% | +15.3% | +6.5% |
| 3Y | -0.7% | +0.7% | -1.4% | -3.3% |
| 5Y | +9.9% | -21.1% | +30.9% | +10.8% |
| 10Y | +127.8% | +180.8% | -53.0% | +81.2% |
| All | +127.8% | +169.5% | -41.7% | +81.2% |
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 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