+1,301.9%
TTWO vs HCA
+1,743.3%
-441.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | +0.4% | +5.4% | -5.1% | -0.7% |
| 30D | -11.3% | +3.0% | -14.3% | -11.9% |
| 3M | +1.6% | +13.0% | -11.4% | -1.0% |
| 6M | +2.1% | -20.3% | +22.3% | +6.1% |
| YTD | -15.8% | -8.2% | -7.6% | -15.2% |
| 1Y | -12.6% | +6.7% | -19.3% | -14.7% |
| 3Y | +48.2% | +60.4% | -12.2% | +31.4% |
| 5Y | +40.0% | +73.4% | -33.5% | +19.6% |
| 10Y | +404.1% | +506.9% | -102.8% | +209.4% |
| All | +1,301.9% | +1,743.3% | -441.4% | +523.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling