-16.3%
TTWO vs HBM
+35.9%
-52.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.4% | +9.5% | +2.5% |
| 7D | +10.3% | -11.9% | +22.2% | +11.0% |
| 30D | +5.3% | -23.6% | +29.0% | +6.8% |
| 3M | -9.2% | -20.5% | +11.3% | -8.3% |
| 6M | -4.4% | -7.9% | +3.5% | -5.3% |
| YTD | -16.7% | +3.8% | -20.4% | -16.7% |
| 1Y | -16.3% | +31.7% | -47.9% | -17.1% |
| All | -16.3% | +35.9% | -52.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling