+85.5%
HUT vs TTWO
+41.7%
+43.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.8% | -8.3% | -7.7% |
| 7D | +2.8% | +1.3% | +1.5% | +1.6% |
| 30D | +2.1% | -13.4% | +15.4% | +13.4% |
| 3M | -14.3% | +3.1% | -17.4% | -18.5% |
| 6M | +84.2% | +3.8% | +80.5% | +71.8% |
| YTD | +97.2% | -15.3% | +112.5% | +118.3% |
| 1Y | +192.7% | -11.1% | +203.8% | +209.4% |
| 3Y | +712.6% | +52.0% | +660.6% | +407.0% |
| 5Y | +85.5% | +40.9% | +44.5% | +15.0% |
| All | +85.5% | +41.7% | +43.8% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling