+132.4%
HOOD vs PATH
-79.3%
+211.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -4.8% | -5.3% | +0.5% | -2.1% |
| 30D | -26.1% | -0.5% | -25.6% | -26.0% |
| 3M | -10.8% | -7.1% | -3.7% | -9.2% |
| 6M | +2.4% | +23.8% | -21.5% | -11.9% |
| YTD | -28.5% | -20.7% | -7.8% | -24.5% |
| 1Y | -36.3% | -8.1% | -28.3% | -38.8% |
| 3Y | +743.7% | -21.8% | +765.5% | +674.8% |
| 5Y | +118.6% | -76.8% | +195.5% | +224.0% |
| All | +132.4% | -79.3% | +211.6% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 10y: compounded portfolio wealth divided by compounded PATH 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…
10y analysis · Full analysis span regression · 6 months rolling