-10.3%
TYL vs HBM
+31.3%
-41.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +0.2% |
| 7D | +4.3% | +2.4% | +1.9% | +4.9% |
| 30D | +28.0% | -16.0% | +43.9% | +24.9% |
| 3M | +32.3% | -21.3% | +53.7% | +28.5% |
| 6M | +29.9% | -12.2% | +42.1% | +30.6% |
| YTD | -7.1% | +10.7% | -17.8% | -2.5% |
| All | -10.3% | +31.3% | -41.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling