+5,346.0%
TTWO vs HAS
+990.1%
+4,356.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | -1.6% | -3.1% | +1.5% | -0.7% |
| 30D | -13.5% | -2.7% | -10.8% | -12.8% |
| 3M | +0.3% | +8.9% | -8.6% | -2.4% |
| 6M | +0.8% | -2.9% | +3.8% | +0.8% |
| YTD | -16.7% | +12.6% | -29.3% | -20.3% |
| 1Y | -14.3% | +17.5% | -31.7% | -19.1% |
| 3Y | +49.4% | +46.2% | +3.2% | +28.4% |
| 5Y | +33.8% | +12.6% | +21.2% | +21.9% |
| 10Y | +392.8% | +55.7% | +337.1% | +275.8% |
| All | +5,346.0% | +990.1% | +4,356.0% | +2,013.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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