+14,273.5%
TYL vs HUBB
+146,154.7%
-131,881.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.6% |
| 7D | +3.5% | +1.8% | +1.7% | +3.5% |
| 30D | +26.9% | -6.9% | +33.8% | +27.0% |
| 3M | +33.8% | -13.8% | +47.7% | +34.1% |
| 6M | +28.8% | -9.8% | +38.6% | +28.9% |
| YTD | -7.9% | +0.3% | -8.2% | -8.0% |
| 1Y | -9.8% | -3.3% | -6.4% | -9.8% |
| 3Y | +1.2% | +61.0% | -59.8% | +0.3% |
| 5Y | -22.8% | +128.5% | -151.3% | -23.8% |
| 10Y | +168.8% | +398.9% | -230.1% | +162.5% |
| All | +14,273.5% | +146,154.7% | -131,881.2% | +8,747.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling