+243.8%
HPQ vs TTWO
+406.5%
-162.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.7% | +9.1% | +8.6% |
| 7D | +9.8% | +0.4% | +9.4% | +9.6% |
| 30D | +22.4% | -11.3% | +33.7% | +25.9% |
| 3M | +45.2% | +1.6% | +43.6% | +43.9% |
| 6M | +96.4% | +2.1% | +94.4% | +93.6% |
| YTD | +65.4% | -15.8% | +81.2% | +70.6% |
| 1Y | +31.6% | -12.6% | +44.2% | +34.2% |
| 3Y | +37.0% | +48.2% | -11.2% | +20.1% |
| 5Y | +53.0% | +40.0% | +13.0% | +32.1% |
| All | +243.8% | +406.5% | -162.7% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling