-81.1%
PATH vs ALHC
-66.9%
-14.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.1% | +3.4% | -2.5% |
| 7D | -5.6% | -6.2% | +0.6% | -4.7% |
| 30D | -0.7% | -9.7% | +9.0% | +0.5% |
| 3M | -5.9% | -44.7% | +38.9% | +2.7% |
| 6M | +21.6% | -58.7% | +80.3% | +35.8% |
| YTD | -20.6% | -61.7% | +41.1% | -11.0% |
| 1Y | -10.6% | -55.7% | +45.1% | -3.1% |
| 3Y | -24.9% | +25.6% | -50.5% | -45.0% |
| 5Y | -76.8% | -65.8% | -11.0% | -77.1% |
| All | -81.1% | -66.9% | -14.3% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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