-78.0%
PATH vs DHI
+63.8%
-141.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.5% | -16.1% |
| 7D | -16.3% | -3.1% | -13.2% | -15.0% |
| 30D | +9.9% | -5.5% | +15.4% | +12.6% |
| 3M | +30.2% | -2.2% | +32.4% | +30.4% |
| 6M | +37.2% | -6.0% | +43.2% | +38.5% |
| YTD | -7.3% | 0.0% | -7.3% | -10.6% |
| 1Y | +40.0% | -18.2% | +58.2% | +47.9% |
| 3Y | -4.4% | +22.5% | -27.0% | -30.7% |
| 5Y | -76.0% | +58.4% | -134.4% | -87.4% |
| All | -78.0% | +63.8% | -141.8% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling