+40.0%
PATH vs HL
+134.7%
-94.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.1% | -16.5% |
| 7D | -16.3% | +1.5% | -17.8% | -16.3% |
| 30D | +9.9% | +25.1% | -15.1% | +8.6% |
| 3M | +30.2% | +22.9% | +7.3% | +28.7% |
| 6M | +37.2% | -4.9% | +42.1% | +37.2% |
| YTD | -7.3% | +7.8% | -15.2% | -6.5% |
| 1Y | +40.0% | +133.9% | -93.9% | +31.4% |
| All | +40.0% | +134.7% | -94.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling