-22.9%
PATH vs DHI
+23.8%
-46.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +2.1% | -4.1% | +6.2% | +2.8% |
| 30D | +1.6% | +9.3% | -7.7% | -0.1% |
| 3M | -20.4% | -2.6% | -17.9% | -20.4% |
| 6M | +40.1% | +4.1% | +36.0% | +38.5% |
| YTD | -19.0% | +2.3% | -21.3% | -20.5% |
| 1Y | -5.8% | +2.7% | -8.6% | -8.2% |
| 3Y | -22.9% | +23.2% | -46.1% | -48.4% |
| All | -22.9% | +23.8% | -46.7% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling