+2.6%
HAL vs TTWO
+406.5%
-404.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | +8.2% | -11.3% | +19.5% | +10.4% |
| 3M | -9.4% | +1.6% | -11.0% | -10.1% |
| 6M | +0.6% | +2.1% | -1.4% | -0.5% |
| YTD | +28.6% | -15.8% | +44.4% | +31.5% |
| 1Y | +63.9% | -12.6% | +76.5% | +66.1% |
| 3Y | -7.1% | +48.2% | -55.3% | -16.4% |
| 5Y | +102.3% | +40.0% | +62.4% | +79.2% |
| All | +2.6% | +406.5% | -404.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling