+34.5%
TTWO vs HST
+75.9%
-41.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -16.7% | -2.8% | -14.0% | -16.1% |
| 3M | -0.4% | -6.5% | +6.0% | +1.2% |
| 6M | -1.6% | +20.7% | -22.3% | -7.2% |
| YTD | -17.5% | +30.5% | -48.0% | -24.0% |
| 1Y | -14.8% | +36.8% | -51.6% | -22.9% |
| 3Y | +47.9% | +65.9% | -18.0% | +23.1% |
| 5Y | +34.5% | +73.9% | -39.4% | +12.6% |
| All | +34.5% | +75.9% | -41.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling