+289.4%
HPE vs TTWO
+50.8%
+238.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.7% | +13.1% | +12.6% |
| 7D | +19.4% | +0.4% | +19.0% | +19.2% |
| 30D | +5.6% | -11.3% | +16.9% | +8.5% |
| 3M | +33.1% | +1.6% | +31.5% | +30.5% |
| 6M | +192.5% | +2.1% | +190.4% | +184.6% |
| YTD | +160.9% | -15.8% | +176.8% | +169.5% |
| 1Y | +155.0% | -12.6% | +167.6% | +159.3% |
| 3Y | +289.4% | +48.2% | +241.2% | +239.2% |
| All | +289.4% | +50.8% | +238.6% | +239.2% |
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 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