-76.8%
PATH vs HD
+6.3%
-83.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -2.5% |
| 7D | -5.6% | +6.4% | -12.0% | -10.1% |
| 30D | -0.7% | +22.1% | -22.7% | -15.2% |
| 3M | -5.9% | -0.2% | -5.7% | -6.4% |
| 6M | +21.6% | +12.6% | +9.0% | +8.8% |
| YTD | -20.6% | +3.9% | -24.5% | -26.1% |
| 1Y | -10.6% | -3.7% | -6.8% | -11.3% |
| 3Y | -24.9% | +27.9% | -52.7% | -48.5% |
| 5Y | -76.8% | +7.8% | -84.6% | -82.8% |
| All | -76.8% | +6.3% | -83.1% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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