-78.0%
PATH vs CHD
+17.4%
-95.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | -2.7% | -13.6% | -16.3% |
| 30D | +9.9% | -4.6% | +14.5% | +9.9% |
| 3M | +30.2% | +5.0% | +25.1% | +30.3% |
| 6M | +37.2% | -3.2% | +40.4% | +37.7% |
| YTD | -7.3% | +18.6% | -26.0% | -7.7% |
| 1Y | +40.0% | +4.8% | +35.2% | +40.6% |
| 3Y | -4.4% | +6.1% | -10.5% | -5.4% |
| 5Y | -76.0% | +24.0% | -100.0% | -76.3% |
| All | -78.0% | +17.4% | -95.4% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling