+287.9%
HUBS vs TYL
+183.6%
+104.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.5% |
| 7D | +8.3% | +0.8% | +7.5% | +7.4% |
| 30D | -4.0% | +21.1% | -25.1% | -20.9% |
| 3M | -9.7% | +28.9% | -38.6% | -29.5% |
| 6M | +21.4% | +42.0% | -20.7% | -12.2% |
| YTD | -45.9% | -6.6% | -39.3% | -42.8% |
| 1Y | -44.4% | -9.1% | -35.3% | -39.8% |
| 3Y | -49.7% | +1.8% | -51.5% | -54.0% |
| 5Y | -74.2% | -22.9% | -51.3% | -68.4% |
| All | +287.9% | +183.6% | +104.4% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling