-81.0%
PATH vs EQH
+96.8%
-177.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | -2.7% | -0.5% | -2.3% | -2.6% |
| 30D | -1.4% | +4.4% | -5.7% | -4.3% |
| 3M | -16.4% | +8.8% | -25.2% | -21.1% |
| 6M | +23.3% | +38.1% | -14.9% | -1.7% |
| YTD | -19.8% | +19.7% | -39.5% | -30.5% |
| 1Y | -8.6% | +27.8% | -36.3% | -24.4% |
| 3Y | -24.0% | +126.1% | -150.2% | -61.7% |
| 5Y | -77.1% | +83.3% | -160.4% | -87.2% |
| All | -81.0% | +96.8% | -177.8% | -90.0% |
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