-77.0%
PATH vs HCA
+106.8%
-183.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.6% |
| 7D | -5.3% | +4.6% | -9.9% | -6.6% |
| 30D | -0.5% | +12.7% | -13.2% | -3.9% |
| 3M | -7.1% | +21.3% | -28.4% | -12.2% |
| 6M | +23.8% | +15.7% | +8.1% | +18.1% |
| YTD | -20.7% | +6.6% | -27.3% | -23.8% |
| 1Y | -8.1% | +5.7% | -13.8% | -11.6% |
| 3Y | -21.8% | +119.2% | -141.1% | -48.4% |
| All | -77.0% | +106.8% | -183.8% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling