+720.6%
HUT vs TYL
-8.1%
+728.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +6.0% |
| 7D | +17.8% | -3.7% | +21.5% | +17.6% |
| 30D | +0.8% | +18.7% | -17.9% | +1.3% |
| 3M | -26.8% | +18.1% | -44.9% | -26.8% |
| 6M | +72.6% | -1.1% | +73.7% | +78.5% |
| YTD | +103.6% | -19.8% | +123.4% | +123.9% |
| 1Y | +265.3% | -34.3% | +299.6% | +335.1% |
| All | +720.6% | -8.1% | +728.7% | +626.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling