+1.5%
HON vs TTWO
+39.3%
-37.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.5% | +0.4% | -3.8% | -3.5% |
| 30D | -13.8% | -11.3% | -2.4% | -12.2% |
| 3M | -11.7% | +1.6% | -13.3% | -12.2% |
| 6M | -18.7% | +2.1% | -20.8% | -19.4% |
| YTD | +0.2% | -15.8% | +16.1% | +2.4% |
| 1Y | -3.1% | -12.6% | +9.5% | -1.8% |
| 3Y | +17.0% | +48.2% | -31.2% | +6.8% |
| All | +1.5% | +39.3% | -37.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling