-80.4%
PATH vs BHP
+76.3%
-156.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.9% |
| 7D | -4.8% | -2.5% | -2.3% | -3.9% |
| 30D | +2.7% | -7.7% | +10.4% | +5.7% |
| 3M | -4.2% | -6.4% | +2.2% | -2.5% |
| 6M | +24.7% | +5.2% | +19.6% | +18.8% |
| YTD | -17.6% | +38.3% | -55.9% | -33.2% |
| 1Y | -5.3% | +53.4% | -58.7% | -27.3% |
| 3Y | -22.0% | +51.9% | -73.9% | -40.5% |
| 5Y | -76.5% | +123.7% | -200.2% | -84.1% |
| All | -80.4% | +76.3% | -156.7% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling