+308.1%
HUBS vs TYL
+101.5%
+206.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -9.0% | -7.5% | -1.5% | -2.0% |
| 30D | +7.2% | +6.0% | +1.2% | +2.1% |
| 3M | +20.9% | +13.9% | +6.9% | +7.6% |
| 6M | -13.0% | -3.3% | -9.7% | -8.3% |
| YTD | -43.8% | -25.8% | -18.0% | -25.5% |
| 1Y | -54.6% | -39.2% | -15.4% | -27.8% |
| 3Y | -58.5% | -13.2% | -45.3% | -56.1% |
| 5Y | -66.4% | -28.6% | -37.8% | -54.9% |
| All | +308.1% | +101.5% | +206.7% | +120.7% |
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