+40.9%
TTWO vs HRB
+114.1%
-73.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.4% | -8.0% | +8.4% | +1.5% |
| 30D | -11.3% | -16.0% | +4.6% | -9.2% |
| 3M | +1.6% | +26.9% | -25.3% | -2.5% |
| 6M | +2.1% | +51.1% | -49.0% | -5.4% |
| YTD | -15.8% | +7.1% | -22.9% | -17.8% |
| 1Y | -12.6% | -9.6% | -3.0% | -12.5% |
| 3Y | +48.2% | +25.4% | +22.8% | +36.9% |
| All | +40.9% | +114.1% | -73.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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