-10.1%
HDB vs TYL
+2.6%
-12.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.0% |
| 7D | +13.3% | +6.7% | +6.7% | +12.6% |
| 30D | +13.6% | +26.5% | -13.0% | +11.1% |
| 3M | +5.8% | +37.3% | -31.5% | +2.7% |
| 6M | -1.9% | +31.2% | -33.1% | -4.6% |
| YTD | -31.2% | -7.4% | -23.8% | -30.9% |
| 1Y | -29.6% | -9.6% | -20.0% | -29.1% |
| 3Y | -10.1% | +1.9% | -12.0% | -10.2% |
| All | -10.1% | +2.6% | -12.7% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling