+30.6%
HUM vs TYL
-34.2%
+64.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.8% |
| 7D | +4.2% | -3.7% | +7.8% | +4.6% |
| 30D | +10.4% | +18.7% | -8.4% | +8.1% |
| 3M | +15.1% | +18.1% | -3.1% | +12.5% |
| 6M | +120.9% | -1.1% | +122.0% | +122.3% |
| YTD | +57.9% | -19.8% | +77.7% | +73.9% |
| 1Y | +30.6% | -34.3% | +64.9% | +63.0% |
| All | +30.6% | -34.2% | +64.7% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling