+248.6%
HD vs TTWO
+370.5%
-122.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.5% | +6.0% | -4.5% | +0.1% |
| 30D | +18.0% | +13.2% | +4.8% | +14.8% |
| 3M | +2.8% | -5.8% | +8.6% | +3.7% |
| 6M | +17.0% | +0.4% | +16.6% | +16.0% |
| YTD | +3.5% | -11.0% | +14.6% | +4.8% |
| 1Y | -2.6% | -4.1% | +1.5% | -3.1% |
| 3Y | +30.7% | +51.8% | -21.1% | +14.6% |
| 5Y | +6.2% | +21.3% | -15.1% | -4.4% |
| All | +248.6% | +370.5% | -122.0% | +132.6% |
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