+93.3%
HAL vs TTWO
+39.3%
+54.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| 3M | -9.4% | +1.6% | -11.0% | -10.2% |
| 6M | +0.6% | +2.1% | -1.4% | -0.5% |
| YTD | +28.6% | -15.8% | +44.4% | +31.8% |
| 1Y | +63.9% | -12.6% | +76.5% | +66.3% |
| 3Y | -7.1% | +48.2% | -55.3% | -17.7% |
| All | +93.3% | +39.3% | +54.0% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling