+1,490.9%
HWM vs TYL
+183.3%
+1,307.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +11.1% | -1.6% | +12.7% | +11.6% |
| 30D | +3.0% | +22.1% | -19.1% | -2.9% |
| 3M | -20.7% | +33.4% | -54.1% | -27.2% |
| 6M | -17.2% | +36.8% | -54.0% | -25.4% |
| YTD | +9.1% | -6.7% | +15.8% | +9.4% |
| 1Y | +9.0% | -9.2% | +18.3% | +10.4% |
| 3Y | +353.8% | +1.2% | +352.7% | +331.9% |
| 5Y | +608.0% | -23.0% | +631.1% | +624.6% |
| All | +1,490.9% | +183.3% | +1,307.6% | +855.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling