+2.5%
HUM vs TYL
-28.2%
+30.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.8% | +1.0% |
| 7D | +2.1% | -7.6% | +9.7% | +3.1% |
| 30D | +4.7% | +11.3% | -6.6% | +3.1% |
| 3M | +13.5% | +14.5% | -1.0% | +11.0% |
| 6M | +126.7% | -7.1% | +133.8% | +128.2% |
| YTD | +58.5% | -23.4% | +81.9% | +64.1% |
| 1Y | +31.7% | -38.6% | +70.3% | +40.8% |
| 3Y | -10.6% | -11.3% | +0.7% | -9.8% |
| 5Y | +2.5% | -28.0% | +30.4% | +2.8% |
| All | +2.5% | -28.2% | +30.7% | +2.8% |
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