+3,769.4%
HDB vs TYL
+15,325.0%
-11,555.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.8% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | -2.8% | +18.7% | -21.5% | -8.1% |
| 3M | -3.5% | +18.1% | -21.7% | -9.2% |
| 6M | -24.7% | -1.1% | -23.6% | -25.5% |
| YTD | -36.6% | -19.8% | -16.8% | -33.7% |
| 1Y | -34.4% | -34.3% | -0.1% | -27.1% |
| 3Y | -24.4% | -8.2% | -16.2% | -26.5% |
| 5Y | -35.4% | -25.4% | -9.9% | -34.5% |
| 10Y | +39.5% | +115.6% | -76.0% | -4.7% |
| All | +3,769.4% | +15,325.0% | -11,555.6% | +783.1% |
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