-80.4%
PATH vs HDB
-23.2%
-57.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +0.5% |
| 7D | -4.8% | +12.9% | -17.7% | -9.8% |
| 30D | +2.7% | +10.0% | -7.4% | -1.9% |
| 3M | -4.2% | +1.8% | -6.0% | -5.5% |
| 6M | +24.7% | -2.1% | +26.8% | +24.3% |
| YTD | -17.6% | -33.4% | +15.8% | -1.0% |
| 1Y | -5.3% | -32.9% | +27.5% | +12.9% |
| 3Y | -22.0% | -13.9% | -8.1% | -23.0% |
| 5Y | -76.5% | -26.9% | -49.6% | -76.0% |
| All | -80.4% | -23.2% | -57.2% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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