+6,187.6%
HUM vs TYL
+14,670.5%
-8,482.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +7.7% | -1.6% | +9.3% | +7.9% |
| 30D | +5.8% | +22.1% | -16.3% | +3.7% |
| 3M | +14.3% | +33.4% | -19.0% | +11.0% |
| 6M | +50.9% | +36.8% | +14.1% | +45.8% |
| YTD | +74.9% | -6.7% | +81.6% | +74.7% |
| 1Y | +86.9% | -9.2% | +96.1% | +87.1% |
| 3Y | -6.7% | +1.2% | -7.8% | -7.9% |
| 5Y | +4.8% | -23.0% | +27.8% | +5.0% |
| 10Y | +150.1% | +182.0% | -31.9% | +121.8% |
| All | +6,187.6% | +14,670.5% | -8,482.8% | +3,507.6% |
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