-24.8%
TYL vs HUBB
+147.2%
-172.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | +18.7% | -10.0% | +28.8% | +21.6% |
| 3M | +18.1% | -4.8% | +22.9% | +18.4% |
| 6M | -1.1% | -5.6% | +4.4% | -1.5% |
| YTD | -19.8% | +4.7% | -24.5% | -23.4% |
| 1Y | -34.3% | +6.7% | -41.0% | -38.0% |
| 3Y | -8.2% | +45.8% | -54.0% | -28.5% |
| All | -24.8% | +147.2% | -172.0% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling