+1,076.3%
HON vs TTWO
+5,817.5%
-4,741.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.7% |
| 7D | -2.6% | +1.3% | -3.9% | -2.8% |
| 30D | -11.9% | -13.4% | +1.5% | -10.2% |
| 3M | -6.1% | +3.1% | -9.2% | -6.7% |
| 6M | -19.2% | +3.8% | -23.0% | -19.9% |
| YTD | +0.2% | -15.3% | +15.4% | +1.8% |
| 1Y | -1.5% | -11.1% | +9.6% | -0.6% |
| 3Y | +17.9% | +52.0% | -34.0% | +9.7% |
| 5Y | +1.9% | +40.9% | -39.0% | -5.7% |
| 10Y | +135.2% | +407.6% | -272.5% | +77.1% |
| All | +1,076.3% | +5,817.5% | -4,741.1% | +559.5% |
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