+40.0%
HLT vs TTWO
-15.9%
+55.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -4.0% | -1.9% |
| 7D | +3.6% | +10.3% | -6.8% | +3.4% |
| 30D | +14.6% | +5.3% | +9.2% | +14.4% |
| 3M | +13.9% | -9.2% | +23.1% | +13.3% |
| 6M | +18.3% | -4.4% | +22.7% | +18.0% |
| YTD | +28.9% | -16.7% | +45.5% | +22.7% |
| 1Y | +40.0% | -16.3% | +56.3% | +34.0% |
| All | +40.0% | -15.9% | +55.9% | +34.0% |
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