+392.8%
HL vs TTWO
+50.8%
+342.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -4.4% | +0.4% | -4.7% | -4.6% |
| 30D | +9.3% | -11.3% | +20.6% | +14.7% |
| 3M | +32.0% | +1.6% | +30.4% | +29.4% |
| 6M | -6.4% | +2.1% | -8.5% | -9.5% |
| YTD | +3.1% | -15.8% | +19.0% | +9.9% |
| 1Y | +77.6% | -12.6% | +90.2% | +84.4% |
| 3Y | +392.8% | +48.2% | +344.6% | +290.4% |
| All | +392.8% | +50.8% | +342.0% | +290.4% |
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 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