-78.0%
PATH vs BHP
+98.9%
-176.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.5% |
| 7D | -16.3% | -2.9% | -13.4% | -15.3% |
| 30D | +9.9% | +3.4% | +6.5% | +8.2% |
| 3M | +30.2% | +4.1% | +26.1% | +27.0% |
| 6M | +37.2% | +20.6% | +16.6% | +23.5% |
| YTD | -7.3% | +56.1% | -63.4% | -28.0% |
| 1Y | +40.0% | +69.6% | -29.6% | +4.1% |
| 3Y | -4.4% | +78.8% | -83.2% | -31.5% |
| 5Y | -76.0% | +113.1% | -189.1% | -83.7% |
| All | -78.0% | +98.9% | -176.9% | -84.6% |
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