-75.9%
PATH vs FHN
+61.6%
-137.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.3% |
| 7D | -4.8% | +2.3% | -7.1% | -5.6% |
| 30D | +2.7% | +1.6% | +1.0% | +2.1% |
| 3M | -4.2% | -8.4% | +4.2% | -1.4% |
| 6M | +24.7% | -2.3% | +27.0% | +25.2% |
| YTD | -17.6% | +1.5% | -19.1% | -18.7% |
| 1Y | -5.3% | +15.0% | -20.3% | -10.9% |
| 3Y | -22.0% | +120.9% | -142.9% | -40.7% |
| All | -75.9% | +61.6% | -137.5% | -80.6% |
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