-78.0%
PATH vs HAL
+121.7%
-199.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.5% |
| 7D | -16.3% | +2.9% | -19.2% | -16.8% |
| 30D | +9.9% | +17.0% | -7.1% | +6.0% |
| 3M | +30.2% | -9.7% | +39.8% | +32.9% |
| 6M | +37.2% | +8.6% | +28.6% | +33.5% |
| YTD | -7.3% | +33.0% | -40.3% | -14.7% |
| 1Y | +40.0% | +68.3% | -28.3% | +20.7% |
| 3Y | -4.4% | +0.1% | -4.5% | -8.6% |
| 5Y | -76.0% | +102.6% | -178.7% | -80.0% |
| All | -78.0% | +121.7% | -199.7% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling