+746.7%
HUT vs TTWO
+51.8%
+694.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.8% | -8.3% | -7.1% |
| 7D | +2.8% | +1.3% | +1.5% | +2.0% |
| 30D | +2.1% | -13.4% | +15.4% | +10.4% |
| 3M | -14.3% | +3.1% | -17.4% | -17.6% |
| 6M | +84.2% | +3.8% | +80.5% | +74.5% |
| YTD | +97.2% | -15.3% | +112.5% | +112.0% |
| 1Y | +192.7% | -11.1% | +203.8% | +204.8% |
| All | +746.7% | +51.8% | +694.9% | +510.8% |
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