+192.7%
HUT vs TYL
+98.5%
+94.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.9% | +15.7% |
| 7D | -11.4% | +6.7% | -18.0% | -15.3% |
| 30D | -41.0% | +26.5% | -67.6% | -49.4% |
| 3M | -41.9% | +37.3% | -79.2% | -53.7% |
| 6M | -51.7% | +31.2% | -82.8% | -62.5% |
| YTD | +14.6% | -7.4% | +22.0% | +8.9% |
| 1Y | +21.4% | -9.6% | +31.0% | +17.4% |
| 3Y | +359.8% | +1.9% | +357.9% | +265.5% |
| 5Y | -27.5% | -21.1% | -6.4% | -29.1% |
| All | +192.7% | +98.5% | +94.3% | +138.9% |
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