+14,355.3%
TYL vs HUBB
+142,140.4%
-127,785.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.3% |
| 7D | +6.7% | +1.7% | +5.0% | +6.6% |
| 30D | +26.5% | -9.7% | +36.2% | +26.7% |
| 3M | +37.3% | -15.2% | +52.4% | +37.6% |
| 6M | +31.2% | -14.0% | +45.1% | +31.3% |
| YTD | -7.4% | -2.4% | -4.9% | -7.4% |
| 1Y | -9.6% | -5.8% | -3.8% | -9.6% |
| 3Y | +1.9% | +60.4% | -58.5% | +1.0% |
| 5Y | -21.1% | +125.4% | -146.5% | -22.1% |
| 10Y | +171.8% | +409.7% | -237.9% | +165.4% |
| All | +14,355.3% | +142,140.4% | -127,785.1% | +8,801.2% |
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