+398.3%
TTWO vs HST
+109.4%
+288.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -13.4% | -0.7% | -12.7% | -13.3% |
| 3M | +3.1% | -4.0% | +7.1% | +3.7% |
| 6M | +3.8% | +20.7% | -16.9% | +0.4% |
| YTD | -15.3% | +31.0% | -46.3% | -19.2% |
| 1Y | -11.1% | +36.2% | -47.3% | -15.9% |
| 3Y | +52.0% | +66.6% | -14.7% | +37.9% |
| 5Y | +40.9% | +75.8% | -34.9% | +27.2% |
| All | +398.3% | +109.4% | +288.9% | +378.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling