-10.8%
TTWO vs HUM
+31.0%
-41.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -8.8% | +4.2% | -12.9% | -8.9% |
| 30D | -8.6% | +10.4% | -19.0% | -8.9% |
| 3M | -0.9% | +15.1% | -16.0% | -1.4% |
| 6M | -0.5% | +120.9% | -121.4% | -2.7% |
| YTD | -16.1% | +57.9% | -74.1% | -17.7% |
| 1Y | -10.8% | +30.6% | -41.3% | -11.7% |
| All | -10.8% | +31.0% | -41.8% | -11.7% |
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