+48.2%
TTWO vs HBM
+458.1%
-409.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.4% | -3.3% | +3.7% | +0.7% |
| 30D | -11.3% | -4.8% | -6.5% | -11.0% |
| 3M | +1.6% | -0.4% | +2.0% | +1.0% |
| 6M | +2.1% | +17.9% | -15.8% | -2.2% |
| YTD | -15.8% | +33.7% | -49.6% | -21.3% |
| 1Y | -12.6% | +95.6% | -108.2% | -23.9% |
| 3Y | +48.2% | +458.1% | -409.9% | +5.1% |
| All | +48.2% | +458.1% | -409.9% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling