+6,108.0%
HUM vs TYL
+14,603.2%
-8,495.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.4% |
| 7D | +4.8% | +4.3% | +0.5% | +4.4% |
| 30D | +1.6% | +28.0% | -26.3% | -0.8% |
| 3M | +13.8% | +32.3% | -18.5% | +10.6% |
| 6M | +60.0% | +29.9% | +30.1% | +55.3% |
| YTD | +72.7% | -7.1% | +79.8% | +72.5% |
| 1Y | +86.1% | -9.2% | +95.4% | +86.4% |
| 3Y | -7.8% | +0.7% | -8.6% | -9.0% |
| 5Y | +2.7% | -21.1% | +23.8% | +2.7% |
| 10Y | +147.3% | +180.8% | -33.5% | +119.4% |
| All | +6,108.0% | +14,603.2% | -8,495.2% | +3,463.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling