+945.5%
HOOD vs TTWO
+51.8%
+893.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.4% | -3.5% |
| 7D | -9.1% | +1.3% | -10.5% | -10.0% |
| 30D | +20.1% | -13.4% | +33.5% | +31.6% |
| 3M | +31.2% | +3.1% | +28.1% | +25.4% |
| 6M | +44.3% | +3.8% | +40.5% | +37.3% |
| YTD | +0.2% | -15.3% | +15.5% | +9.2% |
| 1Y | -3.5% | -11.1% | +7.6% | +1.6% |
| All | +945.5% | +51.8% | +893.7% | +793.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling