-79.7%
PATH vs EQH
+83.3%
-163.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.7% | -6.0% | -6.7% |
| 7D | -22.8% | +5.4% | -28.2% | -25.3% |
| 30D | -6.9% | +1.0% | -7.9% | -7.5% |
| 3M | +25.4% | +26.7% | -1.3% | +6.7% |
| 6M | +18.1% | +34.4% | -16.2% | -4.6% |
| YTD | -14.5% | +11.5% | -26.0% | -22.1% |
| 1Y | +18.7% | +0.4% | +18.3% | +15.3% |
| 3Y | -24.2% | +96.5% | -120.7% | -57.6% |
| 5Y | -75.2% | +93.4% | -168.5% | -85.7% |
| All | -79.7% | +83.3% | -163.0% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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