-8.6%
PATH vs HCA
+10.4%
-18.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.8% |
| 30D | -1.4% | +10.3% | -11.7% | 0.0% |
| 3M | -16.4% | +23.2% | -39.6% | -13.4% |
| 6M | +23.3% | +19.1% | +4.1% | +25.5% |
| YTD | -19.8% | +9.0% | -28.8% | -22.4% |
| 1Y | -8.6% | +10.2% | -18.8% | -11.0% |
| All | -8.6% | +10.4% | -18.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling