+146.7%
HUM vs TYL
+102.8%
+43.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -0.2% | -8.6% | +8.4% | +1.6% |
| 30D | +3.7% | +7.5% | -3.8% | +1.9% |
| 3M | +10.4% | +10.9% | -0.5% | +7.2% |
| 6M | +125.7% | -6.7% | +132.4% | +127.4% |
| YTD | +57.3% | -24.5% | +81.9% | +65.8% |
| 1Y | +48.6% | -38.6% | +87.3% | +64.4% |
| 3Y | -11.3% | -12.6% | +1.3% | -11.5% |
| 5Y | +0.8% | -28.2% | +29.1% | +3.8% |
| 10Y | +146.7% | +104.0% | +42.6% | +84.4% |
| All | +146.7% | +102.8% | +43.9% | +84.4% |
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