-75.7%
PATH vs HAL
+104.8%
-180.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.5% |
| 7D | -16.3% | +2.9% | -19.2% | -16.9% |
| 30D | +9.9% | +17.0% | -7.1% | +5.9% |
| 3M | +30.2% | -9.7% | +39.8% | +33.0% |
| 6M | +37.2% | +8.6% | +28.6% | +33.4% |
| YTD | -7.3% | +33.0% | -40.3% | -15.1% |
| 1Y | +40.0% | +68.3% | -28.3% | +19.8% |
| 3Y | -4.4% | +0.1% | -4.5% | -8.7% |
| All | -75.7% | +104.8% | -180.4% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling