-81.2%
PATH vs HIMS
+159.7%
-240.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.1% | -1.9% |
| 7D | -5.3% | -6.1% | +0.8% | -4.1% |
| 30D | -0.5% | -12.0% | +11.4% | +1.9% |
| 3M | -7.1% | -12.3% | +5.2% | -5.4% |
| 6M | +23.8% | -3.3% | +27.1% | +20.0% |
| YTD | -20.7% | -19.9% | -0.8% | -22.2% |
| 1Y | -8.1% | -37.4% | +29.3% | -4.2% |
| 3Y | -21.8% | +314.0% | -335.8% | -68.0% |
| 5Y | -76.8% | +212.1% | -289.0% | -91.3% |
| All | -81.2% | +159.7% | -240.9% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 10y: compounded portfolio wealth divided by compounded HIMS 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…
10y analysis · Full analysis span regression · 6 months rolling