+621.8%
HUBS vs TYL
+348.3%
+273.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +8.3% | +0.8% | +7.5% | +7.4% |
| 30D | -4.0% | +21.1% | -25.1% | -19.7% |
| 3M | -9.7% | +28.9% | -38.6% | -28.1% |
| 6M | +21.4% | +42.0% | -20.7% | -9.8% |
| YTD | -45.9% | -6.6% | -39.3% | -42.9% |
| 1Y | -44.4% | -9.1% | -35.3% | -40.1% |
| 3Y | -49.7% | +1.8% | -51.5% | -53.0% |
| 5Y | -74.2% | -22.9% | -51.3% | -68.6% |
| 10Y | +275.5% | +182.3% | +93.2% | +82.0% |
| All | +621.8% | +348.3% | +273.4% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling