+244.6%
HUT vs TYL
+99.9%
+144.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +34.9% | -1.6% | +36.5% | +35.7% |
| 30D | -25.9% | +22.1% | -48.0% | -35.1% |
| 3M | -31.7% | +33.4% | -65.1% | -44.5% |
| 6M | -42.2% | +36.8% | -79.0% | -56.2% |
| YTD | +34.9% | -6.7% | +41.6% | +27.8% |
| 1Y | +48.5% | -9.2% | +57.7% | +43.5% |
| 3Y | +471.2% | +1.2% | +470.0% | +359.0% |
| 5Y | -18.9% | -23.0% | +4.1% | -20.1% |
| All | +244.6% | +99.9% | +144.7% | +180.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling