-81.2%
PATH vs DHI
+74.7%
-155.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.5% |
| 7D | -5.3% | +4.3% | -9.6% | -7.4% |
| 30D | -0.5% | +14.3% | -14.8% | -6.9% |
| 3M | -7.1% | +4.3% | -11.4% | -9.5% |
| 6M | +23.8% | +2.7% | +21.1% | +20.3% |
| YTD | -20.7% | +6.7% | -27.4% | -26.2% |
| 1Y | -8.1% | +6.1% | -14.2% | -15.0% |
| 3Y | -21.8% | +33.5% | -55.3% | -46.1% |
| 5Y | -76.8% | +73.4% | -150.3% | -88.2% |
| All | -81.2% | +74.7% | -155.9% | -90.4% |
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