-91.6%
HTZ vs TYL
-6.2%
-85.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.7% | +4.5% | +7.6% |
| 7D | +18.9% | +17.3% | +1.7% | +12.8% |
| 30D | +26.3% | +28.9% | -2.6% | +16.1% |
| 3M | +49.7% | +35.1% | +14.6% | +34.4% |
| 6M | -61.1% | +29.3% | -90.4% | -65.2% |
| YTD | -56.0% | -6.8% | -49.3% | -54.9% |
| 1Y | -66.4% | -9.9% | -56.5% | -64.9% |
| 3Y | -75.8% | +1.7% | -77.4% | -77.5% |
| 5Y | -93.1% | -21.6% | -71.5% | -92.7% |
| All | -91.6% | -6.2% | -85.4% | -90.7% |
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 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