+2,688.7%
TTWO vs HBM
+593.2%
+2,095.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.5% | +10.3% | +3.8% |
| 7D | +1.3% | -3.7% | +5.1% | +1.7% |
| 30D | -13.4% | -3.7% | -9.7% | -13.2% |
| 3M | +3.1% | +8.0% | -4.9% | +1.2% |
| 6M | +3.8% | +15.8% | -12.0% | -0.1% |
| YTD | -15.3% | +34.4% | -49.6% | -20.4% |
| 1Y | -11.1% | +98.2% | -109.3% | -21.3% |
| 3Y | +52.0% | +476.6% | -424.6% | +13.1% |
| 5Y | +40.9% | +331.1% | -290.2% | +5.2% |
| 10Y | +407.6% | +591.6% | -184.0% | +207.4% |
| All | +2,688.7% | +593.2% | +2,095.4% | +1,267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling