+31.2%
TYL vs HUBB
-16.7%
+47.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -1.3% |
| 7D | +6.7% | +1.7% | +5.0% | +7.4% |
| 30D | +26.5% | -9.7% | +36.2% | +22.5% |
| 3M | +37.3% | -15.2% | +52.4% | +30.5% |
| 6M | +31.2% | -14.0% | +45.1% | +24.1% |
| All | +31.2% | -16.7% | +47.8% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling