-22.4%
TYL vs HBM
+205.9%
-228.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | +6.7% | -3.6% | +10.3% | +6.9% |
| 30D | +26.5% | -19.2% | +45.7% | +28.4% |
| 3M | +37.3% | -20.5% | +57.8% | +39.1% |
| 6M | +31.2% | -12.8% | +44.0% | +30.2% |
| YTD | -7.4% | +5.4% | -12.8% | -11.6% |
| 1Y | -9.6% | +33.0% | -42.5% | -16.9% |
| 3Y | +1.9% | +357.3% | -355.4% | -27.7% |
| All | -22.4% | +205.9% | -228.3% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling