+26.8%
TTWO vs HTZ
-93.0%
+119.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.2% | -1.6% |
| 7D | +6.4% | -14.0% | +20.3% | +7.1% |
| 30D | +13.3% | -19.8% | +33.1% | +14.3% |
| 3M | -6.6% | -45.0% | +38.4% | -4.1% |
| 6M | +0.4% | -73.2% | +73.6% | +6.4% |
| YTD | -11.4% | -70.0% | +58.7% | -7.5% |
| 1Y | -5.6% | -75.7% | +70.1% | -0.2% |
| 3Y | +53.5% | -82.1% | +135.5% | +59.5% |
| 5Y | +20.8% | -94.3% | +115.1% | +43.6% |
| All | +26.8% | -93.0% | +119.8% | +48.9% |
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