-77.1%
PATH vs FHN
+61.0%
-138.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.7% | -0.9% | -1.9% | -2.4% |
| 30D | -1.4% | +2.0% | -3.4% | -2.1% |
| 3M | -16.4% | -6.8% | -9.6% | -14.5% |
| 6M | +23.3% | -0.8% | +24.0% | +23.2% |
| YTD | -19.8% | +0.6% | -20.4% | -20.7% |
| 1Y | -8.6% | +11.5% | -20.1% | -12.9% |
| 3Y | -24.0% | +130.0% | -154.0% | -42.9% |
| 5Y | -77.1% | +60.8% | -137.9% | -81.5% |
| All | -77.1% | +61.0% | -138.1% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling