+18.0%
TTWO vs HTZ
-90.6%
+108.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.7% |
| 7D | -2.3% | -10.4% | +8.1% | -1.7% |
| 30D | -16.7% | -2.4% | -14.4% | -16.9% |
| 3M | -0.4% | -60.9% | +60.4% | +3.8% |
| 6M | -1.6% | -50.2% | +48.6% | +0.3% |
| YTD | -17.5% | -59.7% | +42.2% | -14.9% |
| 1Y | -14.8% | -66.0% | +51.2% | -11.8% |
| 3Y | +47.9% | -87.1% | +135.0% | +68.2% |
| 5Y | +34.5% | -86.9% | +121.3% | +51.8% |
| All | +18.0% | -90.6% | +108.6% | +37.0% |
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