+0.5%
HD vs TTWO
+51.8%
-51.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.8% |
| 7D | -3.9% | +1.3% | -5.2% | -4.0% |
| 30D | -13.1% | -13.4% | +0.3% | -12.0% |
| 3M | -3.4% | +3.1% | -6.5% | -3.9% |
| 6M | -12.6% | +3.8% | -16.3% | -13.2% |
| YTD | -9.2% | -15.3% | +6.0% | -7.8% |
| 1Y | -23.9% | -11.1% | -12.8% | -23.4% |
| All | +0.5% | +51.8% | -51.3% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling