-81.0%
PATH vs BHP
+80.5%
-161.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.3% | +2.0% |
| 7D | -2.7% | +2.4% | -5.1% | -3.7% |
| 30D | -1.4% | -5.4% | +4.0% | +0.6% |
| 3M | -16.4% | -6.9% | -9.6% | -14.7% |
| 6M | +23.3% | -4.3% | +27.6% | +23.1% |
| YTD | -19.8% | +41.6% | -61.5% | -35.7% |
| 1Y | -8.6% | +53.3% | -61.9% | -29.6% |
| 3Y | -24.0% | +58.4% | -82.4% | -43.1% |
| 5Y | -77.1% | +121.3% | -198.4% | -84.5% |
| All | -81.0% | +80.5% | -161.5% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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