-91.5%
HTZ vs TYL
-19.3%
-72.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.6% |
| 7D | +7.5% | -3.7% | +11.2% | +8.7% |
| 30D | +47.4% | +18.7% | +28.7% | +38.4% |
| 3M | -54.9% | +18.1% | -73.0% | -58.3% |
| 6M | -47.0% | -1.1% | -45.9% | -47.8% |
| YTD | -55.3% | -19.8% | -35.4% | -51.7% |
| 1Y | -57.6% | -34.3% | -23.3% | -49.4% |
| 3Y | -86.6% | -8.2% | -78.4% | -87.3% |
| 5Y | -86.1% | -25.4% | -60.7% | -85.4% |
| All | -91.5% | -19.3% | -72.1% | -90.0% |
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