-13.9%
HUT vs TYL
-20.9%
+7.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.6% | +7.1% |
| 7D | +24.8% | +0.5% | +24.2% | +24.1% |
| 30D | -28.4% | +25.2% | -53.5% | -39.2% |
| 3M | -31.2% | +31.8% | -63.0% | -45.1% |
| 6M | -40.2% | +36.3% | -76.5% | -56.4% |
| YTD | +32.9% | -6.3% | +39.2% | +28.1% |
| 1Y | +39.1% | -9.5% | +48.5% | +38.7% |
| 3Y | +462.8% | +1.6% | +461.1% | +297.2% |
| 5Y | -13.9% | -21.8% | +7.9% | -6.1% |
| All | -13.9% | -20.9% | +7.0% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling