-81.1%
PATH vs FHN
+68.1%
-149.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.8% |
| 7D | -5.6% | -2.3% | -3.3% | -4.8% |
| 30D | -0.7% | -0.9% | +0.3% | -0.4% |
| 3M | -5.9% | -11.0% | +5.2% | -2.2% |
| 6M | +21.6% | -5.4% | +27.0% | +23.4% |
| YTD | -20.6% | -1.2% | -19.5% | -21.0% |
| 1Y | -10.6% | +10.5% | -21.1% | -14.5% |
| 3Y | -24.9% | +115.1% | -140.0% | -42.0% |
| 5Y | -76.8% | +58.1% | -134.9% | -80.9% |
| All | -81.1% | +68.1% | -149.3% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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