+4,260.7%
HD vs TTWO
+5,658.7%
-1,398.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.8% | -2.3% | +0.5% | -1.5% |
| 30D | -10.8% | -16.7% | +5.9% | -8.6% |
| 3M | -2.7% | -0.4% | -2.2% | -2.8% |
| 6M | -10.3% | -1.6% | -8.7% | -10.4% |
| YTD | -7.8% | -17.5% | +9.7% | -6.0% |
| 1Y | -23.1% | -14.8% | -8.3% | -22.1% |
| 3Y | +2.0% | +47.9% | -45.9% | -5.0% |
| 5Y | +6.2% | +34.5% | -28.2% | -1.3% |
| 10Y | +210.2% | +394.0% | -183.9% | +138.3% |
| All | +4,260.7% | +5,658.7% | -1,398.0% | +2,078.5% |
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