+247.2%
HD vs TYL
+169.5%
+77.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +5.2% | +4.3% | +0.9% | +3.7% |
| 30D | +20.7% | +28.0% | -7.2% | +11.1% |
| 3M | +0.8% | +32.3% | -31.5% | -8.7% |
| 6M | +12.2% | +29.9% | -17.7% | +1.4% |
| YTD | +4.2% | -7.1% | +11.3% | +4.7% |
| 1Y | -2.6% | -9.2% | +6.7% | -1.2% |
| 3Y | +30.0% | +0.7% | +29.3% | +23.5% |
| 5Y | +8.1% | -21.1% | +29.2% | +9.6% |
| 10Y | +247.2% | +180.8% | +66.4% | +117.7% |
| All | +247.2% | +169.5% | +77.6% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling