+43.4%
THC vs GAP
-9.8%
+53.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | +0.1% | -5.2% | +5.3% | +0.6% |
| 30D | +7.5% | -6.9% | +14.4% | +8.0% |
| 3M | +7.5% | +5.7% | +1.8% | +7.3% |
| 6M | +46.4% | +0.9% | +45.5% | +45.0% |
| YTD | +44.4% | -14.5% | +58.8% | +44.8% |
| 1Y | +43.4% | -12.1% | +55.5% | +42.4% |
| All | +43.4% | -9.8% | +53.3% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling