+11.4%
HSY vs TYL
-23.0%
+34.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.1% | +0.8% | -3.0% | -2.2% |
| 30D | +6.1% | +21.1% | -15.0% | +4.0% |
| 3M | -5.6% | +28.9% | -34.5% | -8.2% |
| 6M | -9.5% | +42.0% | -51.6% | -12.9% |
| YTD | -2.1% | -6.6% | +4.5% | -2.5% |
| 1Y | +0.8% | -9.1% | +9.8% | +0.7% |
| 3Y | -2.1% | +1.8% | -4.0% | -3.7% |
| All | +11.4% | -23.0% | +34.4% | +8.7% |
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