-24.8%
TYL vs HBM
+349.4%
-374.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -3.7% | -6.4% | +2.7% | -3.1% |
| 30D | +18.7% | +5.9% | +12.8% | +17.9% |
| 3M | +18.1% | -8.9% | +27.0% | +18.7% |
| 6M | -1.1% | +10.7% | -11.8% | -3.7% |
| YTD | -19.8% | +38.3% | -58.1% | -24.9% |
| 1Y | -34.3% | +121.3% | -155.7% | -43.2% |
| 3Y | -8.2% | +450.6% | -458.8% | -35.0% |
| All | -24.8% | +349.4% | -374.1% | -45.0% |
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