+423.2%
HUT vs TYL
+1.8%
+421.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.2% |
| 7D | -10.9% | +4.3% | -15.3% | -9.7% |
| 30D | -32.6% | +28.0% | -60.6% | -29.3% |
| 3M | -33.7% | +32.3% | -66.1% | -30.1% |
| 6M | -42.3% | +29.9% | -72.3% | -38.8% |
| YTD | +23.6% | -7.1% | +30.7% | +40.2% |
| 1Y | +20.4% | -9.2% | +29.6% | +37.3% |
| 3Y | +423.2% | +0.7% | +422.5% | +465.8% |
| All | +423.2% | +1.8% | +421.4% | +465.8% |
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