+217.0%
HUT vs TYL
+97.3%
+119.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.6% |
| 7D | +3.7% | +3.5% | +0.1% | +0.7% |
| 30D | -32.3% | +26.9% | -59.2% | -42.1% |
| 3M | -35.6% | +33.8% | -69.5% | -47.9% |
| 6M | -42.1% | +28.8% | -70.9% | -54.5% |
| YTD | +24.1% | -7.9% | +32.0% | +18.3% |
| 1Y | +27.9% | -9.8% | +37.6% | +23.6% |
| 3Y | +409.1% | +1.2% | +407.9% | +306.5% |
| 5Y | -25.9% | -22.8% | -3.1% | -27.0% |
| All | +217.0% | +97.3% | +119.7% | +159.4% |
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 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