+553.3%
THC vs GAP
+2,254.5%
-1,701.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.1% |
| 7D | +7.5% | 0.0% | +7.4% | +7.5% |
| 30D | +9.6% | -4.3% | +13.9% | +10.8% |
| 3M | +10.3% | +9.4% | +0.8% | +6.8% |
| 6M | +51.8% | -3.3% | +55.1% | +50.3% |
| YTD | +45.4% | -10.5% | +56.0% | +45.6% |
| 1Y | +40.8% | -2.4% | +43.2% | +37.1% |
| 3Y | +448.8% | +80.1% | +368.7% | +314.6% |
| 5Y | +263.4% | +6.5% | +256.9% | +196.8% |
| 10Y | +1,800.1% | +14.6% | +1,785.5% | +1,266.3% |
| All | +553.3% | +2,254.5% | -1,701.2% | +77.5% |
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