-75.7%
PATH vs HCA
+68.3%
-144.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.4% |
| 7D | -16.3% | -3.1% | -13.2% | -15.6% |
| 30D | +9.9% | -1.1% | +11.0% | +10.2% |
| 3M | +30.2% | +12.2% | +18.0% | +25.6% |
| 6M | +37.2% | -25.3% | +62.6% | +48.2% |
| YTD | -7.3% | -12.9% | +5.6% | -5.7% |
| 1Y | +40.0% | -0.9% | +40.9% | +35.1% |
| 3Y | -4.4% | +47.6% | -52.0% | -25.0% |
| All | -75.7% | +68.3% | -144.0% | -83.9% |
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