+563.0%
HWM vs TYL
-22.8%
+585.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.2% |
| 7D | +1.6% | +3.5% | -1.9% | +0.8% |
| 30D | -3.9% | +26.9% | -30.8% | -8.8% |
| 3M | -23.2% | +33.8% | -57.1% | -28.0% |
| 6M | -20.0% | +28.8% | -48.8% | -24.9% |
| YTD | +5.7% | -7.9% | +13.6% | +8.5% |
| 1Y | +4.9% | -9.8% | +14.6% | +8.3% |
| 3Y | +347.0% | +1.2% | +345.8% | +332.3% |
| 5Y | +563.0% | -22.8% | +585.8% | +573.7% |
| All | +563.0% | -22.8% | +585.8% | +573.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling