-75.2%
PATH vs HCA
+111.8%
-187.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +1.6% | +6.1% | -4.5% | -0.2% |
| 3M | -20.4% | +21.4% | -41.9% | -24.9% |
| 6M | +40.1% | +17.2% | +23.0% | +33.1% |
| YTD | -19.0% | +7.5% | -26.5% | -22.5% |
| 1Y | -5.8% | +6.2% | -12.0% | -9.5% |
| 3Y | -22.9% | +122.0% | -144.9% | -49.5% |
| All | -75.2% | +111.8% | -187.0% | -84.7% |
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