-81.0%
PATH vs HL
+133.1%
-214.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -2.7% | -5.6% | +2.8% | -1.9% |
| 30D | -1.4% | -16.2% | +14.8% | +1.2% |
| 3M | -16.4% | -20.5% | +4.1% | -13.8% |
| 6M | +23.3% | -31.7% | +54.9% | +29.1% |
| YTD | -19.8% | -26.4% | +6.5% | -18.7% |
| 1Y | -8.6% | -4.3% | -4.2% | -12.5% |
| 3Y | -24.0% | +276.9% | -300.9% | -49.7% |
| 5Y | -77.1% | +124.1% | -201.2% | -84.1% |
| All | -81.0% | +133.1% | -214.1% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling