+359.8%
HUBS vs TTWO
+409.4%
-49.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.5% | +7.8% | +9.3% |
| 7D | +1.2% | +3.8% | -2.6% | -0.8% |
| 30D | +11.8% | -9.7% | +21.5% | +18.1% |
| 3M | +33.3% | +5.3% | +28.0% | +28.5% |
| 6M | -5.2% | +6.9% | -12.0% | -8.7% |
| YTD | -37.6% | -12.9% | -24.6% | -32.8% |
| 1Y | -49.0% | -9.5% | -39.5% | -46.5% |
| 3Y | -51.2% | +54.4% | -105.6% | -62.8% |
| 5Y | -62.7% | +46.5% | -109.2% | -71.5% |
| 10Y | +359.8% | +405.4% | -45.5% | +126.6% |
| All | +359.8% | +409.4% | -49.6% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling