-75.7%
PATH vs BHP
+115.8%
-191.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.5% |
| 7D | -16.3% | -2.9% | -13.4% | -15.2% |
| 30D | +9.9% | +3.4% | +6.5% | +8.2% |
| 3M | +30.2% | +4.1% | +26.1% | +26.9% |
| 6M | +37.2% | +20.6% | +16.6% | +22.9% |
| YTD | -7.3% | +56.1% | -63.4% | -29.0% |
| 1Y | +40.0% | +69.6% | -29.6% | +2.5% |
| 3Y | -4.4% | +78.8% | -83.2% | -32.9% |
| All | -75.7% | +115.8% | -191.5% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling