-10.8%
TTWO vs HUBB
+8.5%
-19.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | -8.8% | +0.5% | -9.3% | -8.8% |
| 30D | -8.6% | -10.0% | +1.4% | -8.3% |
| 3M | -0.9% | -4.8% | +3.9% | -0.8% |
| 6M | -0.5% | -5.6% | +5.1% | -0.6% |
| YTD | -16.1% | +4.7% | -20.8% | -16.7% |
| 1Y | -10.8% | +6.7% | -17.5% | -12.1% |
| All | -10.8% | +8.5% | -19.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling