+1,773.8%
HWM vs TYL
+126.0%
+1,647.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.6% |
| 7D | -2.1% | -3.7% | +1.6% | -1.1% |
| 30D | -11.0% | +18.7% | -29.7% | -15.3% |
| 3M | +4.0% | +18.1% | -14.1% | -1.6% |
| 6M | -0.2% | -1.1% | +0.9% | -1.3% |
| YTD | +26.7% | -19.8% | +46.5% | +33.0% |
| 1Y | +44.7% | -34.3% | +79.0% | +62.7% |
| 3Y | +426.1% | -8.2% | +434.3% | +413.4% |
| 5Y | +738.5% | -25.4% | +763.9% | +755.0% |
| All | +1,773.8% | +126.0% | +1,647.8% | +1,109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling