+104.9%
TYL vs HUBB
+430.1%
-325.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.3% | -4.7% |
| 7D | -7.6% | +4.8% | -12.4% | -8.7% |
| 30D | +11.3% | -9.3% | +20.6% | +14.0% |
| 3M | +14.5% | -3.9% | +18.4% | +14.7% |
| 6M | -7.1% | -0.8% | -6.3% | -8.6% |
| YTD | -23.4% | +5.6% | -29.0% | -26.5% |
| 1Y | -38.6% | +7.7% | -46.3% | -41.8% |
| 3Y | -11.3% | +47.5% | -58.8% | -26.9% |
| 5Y | -28.0% | +153.7% | -181.6% | -51.7% |
| 10Y | +104.9% | +433.0% | -328.2% | +9.0% |
| All | +104.9% | +430.1% | -325.2% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling