+0.3%
HWM vs TYL
-9.6%
+9.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.1% |
| 7D | +3.4% | +6.7% | -3.3% | +4.5% |
| 30D | -7.5% | +26.5% | -34.1% | -3.9% |
| 3M | -28.9% | +37.3% | -66.2% | -24.5% |
| 6M | -19.6% | +31.2% | -50.8% | -15.0% |
| YTD | +0.6% | -7.4% | +8.0% | +5.4% |
| 1Y | +0.3% | -9.6% | +9.9% | +5.3% |
| All | +0.3% | -9.6% | +9.9% | +5.3% |
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