-17.2%
TTWO vs HUM
+51.1%
-68.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | +7.0% | +1.6% | +5.4% | +6.9% |
| 30D | +2.7% | +3.5% | -0.8% | +2.5% |
| 3M | -13.0% | +15.5% | -28.5% | -13.5% |
| 6M | -7.2% | +76.2% | -83.4% | -9.0% |
| YTD | -18.4% | +64.5% | -82.9% | -20.4% |
| 1Y | -17.2% | +50.0% | -67.3% | -19.0% |
| All | -17.2% | +51.1% | -68.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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