-36.1%
HOOD vs TTWO
-18.4%
-17.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | -2.1% |
| 7D | -4.4% | +7.0% | -11.4% | -8.1% |
| 30D | -23.4% | +2.7% | -26.1% | -24.8% |
| 3M | -6.5% | -13.0% | +6.5% | +1.0% |
| 6M | +14.2% | -7.2% | +21.4% | +15.7% |
| YTD | -22.7% | -18.4% | -4.3% | -22.2% |
| 1Y | -36.1% | -17.2% | -18.9% | -36.2% |
| All | -36.1% | -18.4% | -17.7% | -36.2% |
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