+5,578.4%
HUM vs TYL
+12,593.6%
-7,015.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.8% |
| 7D | +4.2% | -3.7% | +7.8% | +4.5% |
| 30D | +10.4% | +18.7% | -8.4% | +8.5% |
| 3M | +15.1% | +18.1% | -3.1% | +12.9% |
| 6M | +120.9% | -1.1% | +122.0% | +120.3% |
| YTD | +57.9% | -19.8% | +77.7% | +60.3% |
| 1Y | +30.6% | -34.3% | +64.9% | +35.0% |
| 3Y | -9.6% | -8.2% | -1.4% | -9.9% |
| 5Y | +1.6% | -25.4% | +27.0% | +2.3% |
| 10Y | +146.4% | +115.6% | +30.9% | +124.2% |
| All | +5,578.4% | +12,593.6% | -7,015.3% | +3,210.5% |
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