-54.1%
HUBS vs TTWO
-18.4%
-35.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.1% | -11.3% | -8.6% |
| 7D | -13.0% | +7.0% | -20.0% | -16.9% |
| 30D | -1.8% | +2.7% | -4.5% | -3.6% |
| 3M | -13.0% | -13.0% | +0.1% | -5.2% |
| 6M | -12.4% | -7.2% | -5.2% | -9.8% |
| YTD | -46.0% | -18.4% | -27.6% | -43.7% |
| 1Y | -54.1% | -17.2% | -36.9% | -52.1% |
| All | -54.1% | -18.4% | -35.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling