-5.8%
PATH vs CHD
+33.2%
-39.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.6% |
| 7D | +2.1% | +3.4% | -1.3% | +2.8% |
| 30D | +1.6% | +10.1% | -8.5% | +4.1% |
| 3M | -20.4% | +11.9% | -32.3% | -18.3% |
| 6M | +40.1% | +19.6% | +20.5% | +48.7% |
| YTD | -19.0% | +36.0% | -55.1% | -6.4% |
| 1Y | -5.8% | +34.8% | -40.6% | +8.8% |
| All | -5.8% | +33.2% | -39.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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