+45.2%
TTWO vs HST
+65.3%
-20.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -16.7% | -2.8% | -14.0% | -16.3% |
| 3M | -0.4% | -6.5% | +6.0% | +0.7% |
| 6M | -1.6% | +20.7% | -22.3% | -5.6% |
| YTD | -17.5% | +30.5% | -48.0% | -22.0% |
| 1Y | -14.8% | +36.8% | -51.6% | -20.5% |
| All | +45.2% | +65.3% | -20.0% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling