-79.7%
PATH vs DHI
+58.9%
-138.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.0% | -4.8% | -6.4% |
| 7D | -22.8% | -2.0% | -20.7% | -21.9% |
| 30D | -6.9% | -8.3% | +1.4% | -3.2% |
| 3M | +25.4% | -3.7% | +29.2% | +26.6% |
| 6M | +18.1% | -5.4% | +23.5% | +18.9% |
| YTD | -14.5% | -3.0% | -11.5% | -16.3% |
| 1Y | +18.7% | -23.8% | +42.6% | +30.4% |
| 3Y | -24.2% | +21.8% | -46.0% | -45.2% |
| 5Y | -75.2% | +59.6% | -134.8% | -86.8% |
| All | -79.7% | +58.9% | -138.6% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling