-81.2%
PATH vs HBM
+196.8%
-278.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -5.3% | -3.6% | -1.7% | -4.5% |
| 30D | -0.5% | -19.2% | +18.6% | +4.4% |
| 3M | -7.1% | -20.5% | +13.4% | -2.9% |
| 6M | +23.8% | -12.8% | +36.6% | +23.6% |
| YTD | -20.7% | +5.4% | -26.1% | -27.7% |
| 1Y | -8.1% | +33.0% | -41.0% | -22.4% |
| 3Y | -21.8% | +357.3% | -379.1% | -57.4% |
| 5Y | -76.8% | +210.4% | -287.2% | -86.3% |
| All | -81.2% | +196.8% | -278.0% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling