-80.4%
PATH vs HD
+25.4%
-105.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | -1.7% |
| 7D | -4.8% | +11.9% | -16.7% | -12.4% |
| 30D | +2.7% | +26.4% | -23.8% | -13.6% |
| 3M | -4.2% | +2.8% | -7.0% | -6.7% |
| 6M | +24.7% | +15.5% | +9.3% | +10.5% |
| YTD | -17.6% | +5.5% | -23.1% | -23.7% |
| 1Y | -5.3% | -4.6% | -0.7% | -5.0% |
| 3Y | -22.0% | +29.9% | -51.9% | -44.6% |
| 5Y | -76.5% | +8.4% | -84.9% | -82.1% |
| All | -80.4% | +25.4% | -105.9% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling