-9.9%
TYL vs HUBB
-4.0%
-5.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.1% | +4.0% |
| 7D | +17.3% | +0.2% | +17.0% | +17.4% |
| 30D | +28.9% | -8.8% | +37.7% | +25.9% |
| 3M | +35.1% | -12.5% | +47.5% | +30.9% |
| 6M | +29.3% | -14.5% | +43.9% | +25.2% |
| YTD | -6.8% | -0.4% | -6.3% | -7.7% |
| 1Y | -9.9% | -3.4% | -6.5% | -11.0% |
| All | -9.9% | -4.0% | -5.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling