-80.4%
PATH vs ALHC
-64.3%
-16.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.1% | -7.3% | +1.2% |
| 7D | -4.8% | -0.5% | -4.3% | -4.9% |
| 30D | +2.7% | -4.2% | +6.9% | +2.8% |
| 3M | -4.2% | -39.8% | +35.6% | +3.0% |
| 6M | +24.7% | -57.7% | +82.5% | +39.1% |
| YTD | -17.6% | -58.8% | +41.2% | -8.7% |
| 1Y | -5.3% | -52.4% | +47.0% | +1.4% |
| 3Y | -22.0% | +35.2% | -57.2% | -43.6% |
| 5Y | -76.5% | -61.1% | -15.5% | -77.5% |
| All | -80.4% | -64.3% | -16.1% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling