+206.4%
HD vs TTWO
+406.5%
-200.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | -9.4% | -11.3% | +1.9% | -7.2% |
| 3M | -4.6% | +1.6% | -6.2% | -5.3% |
| 6M | -10.1% | +2.1% | -12.2% | -11.1% |
| YTD | -8.3% | -15.8% | +7.5% | -5.9% |
| 1Y | -25.0% | -12.6% | -12.4% | -23.9% |
| 3Y | +1.5% | +48.2% | -46.7% | -10.4% |
| 5Y | +5.6% | +40.0% | -34.4% | -8.3% |
| All | +206.4% | +406.5% | -200.1% | +114.1% |
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