+4.4%
HWM vs TYL
-10.1%
+14.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.7% | -9.0% | -3.5% |
| 7D | +9.4% | +17.3% | -7.9% | +12.3% |
| 30D | -7.0% | +28.9% | -35.9% | -3.1% |
| 3M | -25.9% | +35.1% | -60.9% | -21.5% |
| 6M | -10.8% | +29.3% | -40.1% | -6.0% |
| YTD | +4.3% | -6.8% | +11.1% | +9.2% |
| 1Y | +4.4% | -9.9% | +14.3% | +9.4% |
| All | +4.4% | -10.1% | +14.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling