+666.4%
HPE vs TTWO
+591.2%
+75.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.8% | -9.0% | -6.8% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | +1.5% | -13.4% | +14.9% | +4.6% |
| 3M | +21.7% | +3.1% | +18.7% | +20.0% |
| 6M | +164.2% | +3.8% | +160.4% | +159.1% |
| YTD | +132.1% | -15.3% | +147.3% | +137.9% |
| 1Y | +130.6% | -11.1% | +141.7% | +133.5% |
| 3Y | +244.1% | +52.0% | +192.2% | +206.8% |
| 5Y | +340.8% | +40.9% | +299.9% | +288.2% |
| 10Y | +500.2% | +407.6% | +92.5% | +202.5% |
| All | +666.4% | +591.2% | +75.2% | +196.9% |
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 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