+34.6%
THC vs GAP
-3.2%
+37.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -2.6% | +1.7% | -4.3% | -2.6% |
| 30D | -1.2% | +9.3% | -10.5% | -1.7% |
| 3M | +58.9% | +6.1% | +52.8% | +57.9% |
| 6M | +9.3% | -2.3% | +11.6% | +9.0% |
| YTD | +30.4% | -10.6% | +41.0% | +30.6% |
| 1Y | +34.6% | -4.4% | +39.0% | +32.0% |
| All | +34.6% | -3.2% | +37.8% | +32.0% |
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 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