+4,451.0%
HSY vs TYL
+14,564.8%
-10,113.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.5% |
| 7D | +7.5% | +6.7% | +0.9% | +7.3% |
| 30D | +11.1% | +26.5% | -15.5% | +10.0% |
| 3M | -1.9% | +37.3% | -39.2% | -3.2% |
| 6M | -3.0% | +31.2% | -34.1% | -4.1% |
| YTD | 0.0% | -7.4% | +7.4% | 0.0% |
| 1Y | +9.4% | -9.6% | +19.0% | +9.5% |
| 3Y | +3.8% | +1.9% | +1.9% | +3.2% |
| 5Y | +15.2% | -21.1% | +36.3% | +15.1% |
| 10Y | +126.9% | +171.8% | -44.9% | +117.1% |
| All | +4,451.0% | +14,564.8% | -10,113.8% | +3,751.6% |
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