-75.7%
PATH vs FHN
+86.2%
-161.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | +1.2% | -17.5% | -16.7% |
| 30D | +9.9% | -4.7% | +14.6% | +11.6% |
| 3M | +30.2% | +3.5% | +26.6% | +28.3% |
| 6M | +37.2% | +7.8% | +29.4% | +32.7% |
| YTD | -7.3% | +5.9% | -13.2% | -9.9% |
| 1Y | +40.0% | +12.5% | +27.5% | +32.8% |
| 3Y | -4.4% | +117.2% | -121.6% | -27.7% |
| All | -75.7% | +86.2% | -161.9% | -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