-77.0%
PATH vs HAL
+41.5%
-118.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.3% | -12.0% | +6.7% | -2.5% |
| 30D | -0.5% | +0.3% | -0.8% | -0.7% |
| 3M | -7.1% | -1.6% | -5.5% | -7.1% |
| 6M | +23.8% | -20.5% | +44.3% | +29.8% |
| YTD | -20.7% | +14.2% | -34.9% | -24.9% |
| 1Y | -8.1% | +18.9% | -26.9% | -13.9% |
| 3Y | -21.8% | -13.7% | -8.1% | -22.6% |
| All | -77.0% | +41.5% | -118.5% | -80.1% |
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