+40.9%
TTWO vs HDB
-38.6%
+79.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +3.0% |
| 7D | +1.3% | -6.2% | +7.5% | +2.6% |
| 30D | -13.4% | -6.2% | -7.2% | -12.2% |
| 3M | +3.1% | -5.9% | +9.0% | +4.1% |
| 6M | +3.8% | -25.9% | +29.7% | +9.7% |
| YTD | -15.3% | -40.2% | +25.0% | -6.6% |
| 1Y | -11.1% | -38.0% | +26.9% | -2.9% |
| 3Y | +52.0% | -30.5% | +82.5% | +59.6% |
| 5Y | +40.9% | -38.1% | +79.1% | +48.2% |
| All | +40.9% | -38.6% | +79.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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