+254.0%
THC vs GAP
+9.0%
+245.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -0.7% | -4.5% | +3.8% | +0.3% |
| 30D | +1.3% | +9.0% | -7.8% | -0.9% |
| 3M | +64.2% | +5.0% | +59.3% | +61.8% |
| 6M | +8.3% | -17.8% | +26.1% | +11.2% |
| YTD | +33.4% | -10.4% | +43.8% | +33.9% |
| 1Y | +37.7% | -3.4% | +41.1% | +34.9% |
| 3Y | +236.8% | +111.5% | +125.3% | +142.6% |
| All | +254.0% | +9.0% | +245.0% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling