+20.1%
TTWO vs HTZ
-92.5%
+112.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.4% | +9.1% | +1.2% |
| 7D | +13.0% | -14.6% | +27.6% | +13.7% |
| 30D | +5.3% | -20.8% | +26.1% | +6.3% |
| 3M | -7.6% | -18.8% | +11.2% | -7.3% |
| 6M | -3.2% | -74.7% | +71.5% | +3.1% |
| YTD | -16.1% | -68.1% | +52.0% | -12.6% |
| 1Y | -14.9% | -73.5% | +58.6% | -10.5% |
| 3Y | +59.9% | -81.8% | +141.7% | +67.1% |
| 5Y | +14.8% | -95.2% | +110.0% | +38.2% |
| All | +20.1% | -92.5% | +112.6% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling