+1,524.1%
HWM vs TYL
+168.7%
+1,355.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.1% |
| 7D | +3.4% | +6.7% | -3.3% | +1.5% |
| 30D | -7.5% | +26.5% | -34.1% | -13.6% |
| 3M | -28.9% | +37.3% | -66.2% | -35.2% |
| 6M | -19.6% | +31.2% | -50.8% | -26.6% |
| YTD | +0.6% | -7.4% | +8.0% | +1.1% |
| 1Y | +0.3% | -9.6% | +9.9% | +1.6% |
| 3Y | +326.1% | +1.9% | +324.2% | +304.4% |
| 5Y | +525.2% | -21.1% | +546.3% | +532.8% |
| All | +1,524.1% | +168.7% | +1,355.4% | +915.4% |
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 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