+25.5%
TTWO vs HTZ
-93.2%
+118.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -8.0% | +16.3% | +8.7% |
| 7D | +15.2% | -27.5% | +42.7% | +16.9% |
| 30D | +5.2% | -21.9% | +27.1% | +6.3% |
| 3M | -11.4% | -29.2% | +17.8% | -10.5% |
| 6M | +1.9% | -75.2% | +77.1% | +8.5% |
| YTD | -12.3% | -70.8% | +58.6% | -8.3% |
| 1Y | -4.0% | -76.1% | +72.1% | +1.5% |
| 3Y | +51.9% | -82.5% | +134.4% | +58.1% |
| 5Y | +22.9% | -94.1% | +117.0% | +45.7% |
| All | +25.5% | -93.2% | +118.7% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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