+3,087.2%
TYL vs HBM
+471.0%
+2,616.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.2% |
| 7D | +4.3% | +2.4% | +1.9% | +4.0% |
| 30D | +28.0% | -16.0% | +43.9% | +29.8% |
| 3M | +32.3% | -21.3% | +53.7% | +34.7% |
| 6M | +29.9% | -12.2% | +42.1% | +29.3% |
| YTD | -7.1% | +10.7% | -17.8% | -10.9% |
| 1Y | -9.2% | +30.3% | -39.5% | -14.7% |
| 3Y | +0.7% | +432.2% | -431.5% | -21.9% |
| 5Y | -21.1% | +218.8% | -239.9% | -36.8% |
| 10Y | +180.8% | +281.4% | -100.5% | +99.4% |
| All | +3,087.2% | +471.0% | +2,616.2% | +1,703.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling