+177.3%
HOOD vs TTWO
+39.3%
+137.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -7.8% | +0.4% | -8.2% | -8.1% |
| 30D | +18.6% | -11.3% | +29.9% | +28.0% |
| 3M | +22.1% | +1.6% | +20.5% | +18.2% |
| 6M | +43.1% | +2.1% | +41.0% | +38.4% |
| YTD | -0.5% | -15.8% | +15.4% | +10.3% |
| 1Y | -4.4% | -12.6% | +8.2% | +2.9% |
| 3Y | +938.5% | +48.2% | +890.3% | +670.4% |
| All | +177.3% | +39.3% | +137.9% | +126.9% |
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