-94.8%
HTZ vs TYL
-20.5%
-74.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.7% | -22.5% | -21.4% |
| 7D | -7.7% | +15.1% | -22.8% | -12.1% |
| 30D | -13.1% | +30.1% | -43.2% | -20.5% |
| 3M | +14.7% | +40.4% | -25.6% | +1.5% |
| 6M | -70.6% | +31.3% | -101.9% | -73.9% |
| YTD | -65.2% | -5.2% | -60.0% | -64.5% |
| 1Y | -73.2% | -6.6% | -66.6% | -72.4% |
| 3Y | -80.8% | +3.4% | -84.2% | -82.4% |
| 5Y | -94.8% | -19.3% | -75.5% | -94.3% |
| All | -94.8% | -20.5% | -74.3% | -94.3% |
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