-22.2%
HDB vs TYL
-21.6%
-0.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +12.7% | +4.3% | +8.4% | +11.8% |
| 30D | +16.6% | +28.0% | -11.3% | +10.9% |
| 3M | +10.8% | +32.3% | -21.5% | +4.4% |
| 6M | +3.8% | +29.9% | -26.1% | -2.3% |
| YTD | -28.9% | -7.1% | -21.8% | -28.2% |
| 1Y | -28.0% | -9.2% | -18.8% | -26.9% |
| 3Y | -7.2% | +0.7% | -7.9% | -11.1% |
| All | -22.2% | -21.6% | -0.6% | -22.7% |
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 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