+4,023.2%
HDB vs TYL
+18,136.0%
-14,112.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +13.3% | +15.1% | -1.8% | +8.5% |
| 30D | +10.2% | +30.1% | -19.9% | +1.4% |
| 3M | +3.6% | +40.4% | -36.8% | -7.4% |
| 6M | -0.5% | +31.3% | -31.8% | -9.9% |
| YTD | -32.4% | -5.2% | -27.2% | -33.2% |
| 1Y | -31.1% | -6.6% | -24.5% | -31.6% |
| 3Y | -12.6% | +3.4% | -16.0% | -18.1% |
| 5Y | -25.7% | -19.3% | -6.4% | -26.5% |
| 10Y | +56.5% | +178.1% | -121.6% | -1.7% |
| All | +4,023.2% | +18,136.0% | -14,112.9% | +790.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling