+575.2%
HLT vs TTWO
+406.5%
+168.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -5.0% | -11.3% | +6.3% | -2.9% |
| 3M | -10.4% | +1.6% | -12.0% | -11.0% |
| 6M | +3.2% | +2.1% | +1.2% | +2.1% |
| YTD | +6.7% | -15.8% | +22.6% | +9.4% |
| 1Y | +10.3% | -12.6% | +22.9% | +11.8% |
| 3Y | +99.3% | +48.2% | +51.1% | +79.2% |
| 5Y | +143.7% | +40.0% | +103.7% | +116.2% |
| All | +575.2% | +406.5% | +168.7% | +390.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling