+5,401.7%
TTWO vs HUBB
+2,348.9%
+3,052.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | -11.3% | -10.0% | -1.4% | -8.0% |
| 3M | +1.6% | -1.6% | +3.2% | +1.4% |
| 6M | +2.1% | -3.1% | +5.2% | +1.6% |
| YTD | -15.8% | +4.6% | -20.4% | -18.9% |
| 1Y | -12.6% | +3.3% | -15.9% | -15.8% |
| 3Y | +48.2% | +46.6% | +1.6% | +21.1% |
| 5Y | +40.0% | +158.7% | -118.7% | -10.5% |
| 10Y | +404.1% | +443.5% | -39.3% | +120.9% |
| All | +5,401.7% | +2,348.9% | +3,052.8% | +1,068.5% |
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