+420.1%
HUT vs TYL
+71.8%
+348.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +8.5% |
| 7D | +17.8% | -3.7% | +21.5% | +20.1% |
| 30D | +0.8% | +18.7% | -17.9% | -10.0% |
| 3M | -26.8% | +18.1% | -44.9% | -37.2% |
| 6M | +72.6% | -1.1% | +73.7% | +61.5% |
| YTD | +103.6% | -19.8% | +123.4% | +116.5% |
| 1Y | +265.3% | -34.3% | +299.6% | +349.0% |
| 3Y | +689.4% | -8.2% | +697.6% | +577.7% |
| 5Y | +75.3% | -25.4% | +100.8% | +85.3% |
| All | +420.1% | +71.8% | +348.4% | +374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling