+301.3%
HUT vs TYL
+5.0%
+296.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -5.7% |
| 7D | -30.8% | +15.1% | -45.9% | -28.5% |
| 30D | -50.2% | +30.1% | -80.2% | -47.5% |
| 3M | -50.5% | +40.4% | -90.8% | -47.3% |
| 6M | -42.9% | +31.3% | -74.2% | -39.1% |
| YTD | 0.0% | -5.2% | +5.2% | +13.8% |
| 1Y | -2.2% | -6.6% | +4.4% | +11.6% |
| All | +301.3% | +5.0% | +296.3% | +321.6% |
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