+540.5%
THC vs GAP
+2,175.1%
-1,634.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | 0.0% |
| 7D | +3.7% | -3.8% | +7.5% | +4.8% |
| 30D | +9.0% | -9.0% | +18.1% | +11.7% |
| 3M | +10.4% | +5.5% | +4.9% | +8.0% |
| 6M | +45.7% | -11.1% | +56.7% | +47.5% |
| YTD | +42.6% | -13.6% | +56.1% | +44.0% |
| 1Y | +38.8% | -2.9% | +41.6% | +35.3% |
| 3Y | +418.8% | +69.6% | +349.2% | +298.3% |
| 5Y | +275.7% | +5.4% | +270.3% | +207.6% |
| 10Y | +1,496.2% | +17.8% | +1,478.4% | +1,040.3% |
| All | +540.5% | +2,175.1% | -1,634.6% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling