+973.2%
THC vs GAP
+31.2%
+942.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.8% |
| 7D | -0.5% | -4.1% | +3.6% | +0.7% |
| 30D | -1.2% | +6.2% | -7.4% | -3.7% |
| 3M | +52.3% | -0.7% | +53.0% | +51.1% |
| 6M | +12.4% | -7.1% | +19.5% | +12.4% |
| YTD | +32.7% | -14.1% | +46.8% | +34.7% |
| 1Y | +36.4% | -8.5% | +44.9% | +34.0% |
| 3Y | +259.3% | +115.4% | +143.9% | +122.5% |
| 5Y | +262.7% | +9.8% | +252.8% | +168.1% |
| All | +973.2% | +31.2% | +942.0% | +506.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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