-6.1%
PATH vs BHP
+76.8%
-82.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.5% |
| 7D | -16.3% | -2.9% | -13.4% | -15.4% |
| 30D | +9.9% | +3.4% | +6.5% | +8.5% |
| 3M | +30.2% | +4.1% | +26.1% | +27.6% |
| 6M | +37.2% | +20.6% | +16.6% | +24.8% |
| YTD | -7.3% | +56.1% | -63.4% | -29.0% |
| 1Y | +40.0% | +69.6% | -29.6% | +1.8% |
| All | -6.1% | +76.8% | -82.9% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling