+648.6%
HUBS vs TTWO
+861.5%
-212.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -9.0% | +0.4% | -9.4% | -9.2% |
| 30D | +7.2% | -11.3% | +18.6% | +13.8% |
| 3M | +20.9% | +1.6% | +19.3% | +18.8% |
| 6M | -13.0% | +2.1% | -15.1% | -14.2% |
| YTD | -43.8% | -15.8% | -28.0% | -38.7% |
| 1Y | -54.6% | -12.6% | -42.0% | -51.6% |
| 3Y | -58.5% | +48.2% | -106.7% | -67.3% |
| 5Y | -66.4% | +40.0% | -106.4% | -73.4% |
| 10Y | +319.2% | +404.1% | -84.9% | +85.9% |
| All | +648.6% | +861.5% | -212.9% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling