+245.7%
HAL vs TTWO
+5,717.4%
-5,471.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +0.5% | -1.6% | +2.0% | +0.7% |
| 30D | +15.9% | -13.5% | +29.4% | +18.3% |
| 3M | -8.7% | +0.3% | -9.1% | -9.1% |
| 6M | +9.0% | +0.8% | +8.2% | +8.3% |
| YTD | +32.0% | -16.7% | +48.7% | +34.5% |
| 1Y | +72.5% | -14.3% | +86.7% | +74.7% |
| 3Y | -4.5% | +49.4% | -53.9% | -11.6% |
| 5Y | +109.7% | +33.8% | +75.9% | +94.4% |
| 10Y | +1.2% | +392.8% | -391.6% | -24.3% |
| All | +245.7% | +5,717.4% | -5,471.7% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling