+237.0%
HOOD vs TTWO
+24.6%
+212.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.5% |
| 7D | +13.4% | -1.6% | +14.9% | +14.4% |
| 30D | +25.8% | -13.5% | +39.3% | +37.3% |
| 3M | +38.0% | +0.3% | +37.6% | +35.2% |
| 6M | +52.2% | +0.8% | +51.4% | +49.0% |
| YTD | +3.7% | -16.7% | +20.4% | +15.1% |
| 1Y | +0.1% | -14.3% | +14.3% | +8.7% |
| 3Y | +992.6% | +49.4% | +943.2% | +733.1% |
| 5Y | +193.0% | +33.8% | +159.2% | +144.8% |
| All | +237.0% | +24.6% | +212.4% | +153.2% |
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 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