+48.2%
TTWO vs HSY
-9.3%
+57.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -11.3% | -5.2% | -6.1% | -11.3% |
| 3M | +1.6% | -3.4% | +5.0% | +1.6% |
| 6M | +2.1% | -19.2% | +21.3% | +2.4% |
| YTD | -15.8% | -2.6% | -13.2% | -16.4% |
| 1Y | -12.6% | -3.8% | -8.8% | -13.1% |
| 3Y | +48.2% | -10.6% | +58.8% | +48.4% |
| All | +48.2% | -9.3% | +57.5% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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