+48.6%
HUM vs TYL
-39.5%
+88.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.2% | -8.6% | +8.4% | +0.7% |
| 30D | +3.7% | +7.5% | -3.8% | +2.8% |
| 3M | +10.4% | +10.9% | -0.5% | +8.8% |
| 6M | +125.7% | -6.7% | +132.4% | +128.5% |
| YTD | +57.3% | -24.5% | +81.9% | +73.1% |
| 1Y | +48.6% | -38.6% | +87.3% | +89.0% |
| All | +48.6% | -39.5% | +88.1% | +89.0% |
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