+448.2%
HUT vs TTWO
+93.1%
+355.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +9.2% |
| 7D | +5.4% | +0.4% | +5.0% | +5.1% |
| 30D | +8.6% | -11.3% | +20.0% | +14.5% |
| 3M | -15.2% | +1.6% | -16.8% | -16.9% |
| 6M | +92.9% | +2.1% | +90.8% | +87.7% |
| YTD | +114.6% | -15.8% | +130.5% | +129.5% |
| 1Y | +208.5% | -12.6% | +221.1% | +223.5% |
| 3Y | +821.5% | +48.2% | +773.3% | +654.7% |
| 5Y | +101.8% | +40.0% | +61.9% | +65.3% |
| All | +448.2% | +93.1% | +355.2% | +375.5% |
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