+315.7%
HWM vs TYL
+5.0%
+310.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.0% |
| 7D | -2.4% | +15.1% | -17.5% | -2.9% |
| 30D | -13.3% | +30.1% | -43.3% | -14.2% |
| 3M | -31.0% | +40.4% | -71.4% | -31.9% |
| 6M | -17.1% | +31.3% | -48.4% | -17.8% |
| YTD | -1.9% | -5.2% | +3.3% | +4.1% |
| 1Y | -2.4% | -6.6% | +4.2% | +3.9% |
| All | +315.7% | +5.0% | +310.7% | +324.8% |
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