+5,291.1%
TTWO vs HSY
+1,225.6%
+4,065.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.3% | -3.0% | +0.6% | -1.8% |
| 30D | -16.7% | -5.0% | -11.7% | -15.9% |
| 3M | -0.4% | -1.3% | +0.9% | -0.4% |
| 6M | -1.6% | -21.5% | +19.9% | +2.6% |
| YTD | -17.5% | -3.3% | -14.3% | -17.8% |
| 1Y | -14.8% | -5.5% | -9.3% | -14.9% |
| 3Y | +47.9% | -9.9% | +57.8% | +47.4% |
| 5Y | +34.5% | +11.3% | +23.1% | +26.9% |
| 10Y | +394.0% | +128.1% | +266.0% | +299.9% |
| All | +5,291.1% | +1,225.6% | +4,065.5% | +3,953.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling