+40.9%
TTWO vs HCA
+71.9%
-31.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | +0.4% | +5.4% | -5.1% | -0.5% |
| 30D | -11.3% | +3.0% | -14.3% | -11.8% |
| 3M | +1.6% | +13.0% | -11.4% | -0.5% |
| 6M | +2.1% | -20.3% | +22.3% | +5.2% |
| YTD | -15.8% | -8.2% | -7.6% | -15.4% |
| 1Y | -12.6% | +6.7% | -19.3% | -14.7% |
| 3Y | +48.2% | +60.4% | -12.2% | +31.8% |
| All | +40.9% | +71.9% | -31.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 5y: compounded portfolio wealth divided by compounded HCA 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…
5y analysis · Full analysis span regression · 6 months rolling