-25.8%
HD vs TTWO
-11.8%
-13.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.5% |
| 7D | -3.9% | +1.3% | -5.2% | -3.9% |
| 30D | -13.1% | -13.4% | +0.3% | -13.2% |
| 3M | -3.4% | +3.1% | -6.5% | -3.0% |
| 6M | -12.6% | +3.8% | -16.3% | -12.4% |
| YTD | -9.2% | -15.3% | +6.0% | -11.2% |
| All | -25.8% | -11.8% | -13.9% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling