+8.2%
HD vs TYL
-22.8%
+31.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +3.6% | +3.5% | +0.1% | +2.6% |
| 30D | +21.6% | +26.9% | -5.3% | +13.7% |
| 3M | +0.1% | +33.8% | -33.7% | -8.1% |
| 6M | +13.0% | +28.8% | -15.8% | +4.1% |
| YTD | +4.9% | -7.9% | +12.8% | +6.7% |
| 1Y | -2.1% | -9.8% | +7.7% | +0.3% |
| 3Y | +32.6% | +1.2% | +31.4% | +27.1% |
| 5Y | +8.2% | -22.8% | +31.0% | +6.8% |
| All | +8.2% | -22.8% | +31.0% | +6.8% |
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 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