+347.0%
HWM vs TYL
+0.5%
+346.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.1% |
| 7D | +1.6% | +3.5% | -1.9% | +1.5% |
| 30D | -3.9% | +26.9% | -30.8% | -4.9% |
| 3M | -23.2% | +33.8% | -57.1% | -24.1% |
| 6M | -20.0% | +28.8% | -48.8% | -20.7% |
| YTD | +5.7% | -7.9% | +13.6% | +12.2% |
| 1Y | +4.9% | -9.8% | +14.6% | +11.9% |
| 3Y | +347.0% | +1.2% | +345.8% | +357.1% |
| All | +347.0% | +0.5% | +346.5% | +357.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling