+64.9%
HDB vs TYL
+185.3%
-120.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | +6.9% | +0.5% | +6.4% | +6.8% |
| 30D | +15.2% | +25.2% | -9.9% | +8.8% |
| 3M | +11.7% | +31.8% | -20.0% | +3.8% |
| 6M | +7.5% | +36.3% | -28.7% | -1.6% |
| YTD | -28.8% | -6.3% | -22.5% | -28.7% |
| 1Y | -29.1% | -9.5% | -19.6% | -28.3% |
| 3Y | -7.0% | +1.6% | -8.6% | -11.5% |
| 5Y | -22.1% | -21.8% | -0.3% | -21.5% |
| 10Y | +64.9% | +183.3% | -118.4% | +15.2% |
| All | +64.9% | +185.3% | -120.4% | +15.2% |
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