-21.8%
PATH vs HAL
-15.8%
-6.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.0% |
| 7D | -5.6% | -11.1% | +5.5% | -3.1% |
| 30D | -0.7% | -2.4% | +1.8% | -0.2% |
| 3M | -5.9% | +0.8% | -6.6% | -6.3% |
| 6M | +21.6% | -22.8% | +44.4% | +28.5% |
| YTD | -20.6% | +14.5% | -35.1% | -25.6% |
| 1Y | -10.6% | +20.2% | -30.8% | -17.4% |
| All | -21.8% | -15.8% | -6.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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