-21.8%
PATH vs FHN
+114.8%
-136.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.5% |
| 7D | -5.6% | -2.3% | -3.3% | -4.6% |
| 30D | -0.7% | -0.9% | +0.3% | -0.3% |
| 3M | -5.9% | -11.0% | +5.2% | -0.8% |
| 6M | +21.6% | -5.4% | +27.0% | +24.1% |
| YTD | -20.6% | -1.2% | -19.5% | -21.3% |
| 1Y | -10.6% | +10.5% | -21.1% | -16.7% |
| All | -21.8% | +114.8% | -136.5% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling