-8.6%
PATH vs BHP
+53.5%
-62.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.3% | +2.5% |
| 7D | -2.7% | +2.4% | -5.1% | -2.6% |
| 30D | -1.4% | -5.4% | +4.0% | -1.7% |
| 3M | -16.4% | -6.9% | -9.6% | -16.8% |
| 6M | +23.3% | -4.3% | +27.6% | +23.0% |
| YTD | -19.8% | +41.6% | -61.5% | -30.2% |
| 1Y | -8.6% | +53.3% | -61.9% | -29.0% |
| All | -8.6% | +53.5% | -62.1% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling