+48.2%
TTWO vs HUM
-9.4%
+57.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.8% |
| 7D | +0.4% | +2.1% | -1.7% | +0.3% |
| 30D | -11.3% | +5.4% | -16.7% | -11.5% |
| 3M | +1.6% | +11.4% | -9.8% | +1.2% |
| 6M | +2.1% | +141.5% | -139.4% | -1.2% |
| YTD | -15.8% | +61.2% | -77.0% | -17.6% |
| 1Y | -12.6% | +49.2% | -61.8% | -14.3% |
| 3Y | +48.2% | -9.0% | +57.3% | +47.6% |
| All | +48.2% | -9.4% | +57.6% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling