+155.3%
HBAN vs TTWO
+5,776.8%
-5,621.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -5.6% | -11.3% | +5.7% | -3.8% |
| 3M | -1.1% | +1.6% | -2.7% | -1.6% |
| 6M | +9.9% | +2.1% | +7.8% | +9.0% |
| YTD | -0.9% | -15.8% | +14.9% | +1.0% |
| 1Y | -1.4% | -12.6% | +11.2% | -0.2% |
| 3Y | +78.2% | +48.2% | +30.0% | +64.7% |
| 5Y | +37.0% | +40.0% | -3.0% | +25.6% |
| 10Y | +158.9% | +404.1% | -245.2% | +82.1% |
| All | +155.3% | +5,776.8% | -5,621.5% | +38.2% |
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