+453.2%
HUT vs TTWO
+91.1%
+362.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.0% | +6.7% |
| 7D | +28.3% | -1.6% | +29.8% | +29.1% |
| 30D | +12.3% | -13.5% | +25.8% | +19.7% |
| 3M | -16.8% | +0.3% | -17.2% | -17.8% |
| 6M | +111.4% | +0.8% | +110.5% | +107.1% |
| YTD | +116.6% | -16.7% | +133.3% | +132.9% |
| 1Y | +290.5% | -14.3% | +304.7% | +313.4% |
| 3Y | +792.3% | +49.4% | +742.9% | +629.0% |
| 5Y | +94.1% | +33.8% | +60.4% | +60.6% |
| All | +453.2% | +91.1% | +362.1% | +382.6% |
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