-81.2%
PATH vs HL
+154.4%
-235.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.9% |
| 7D | -2.7% | +13.8% | -16.5% | -4.9% |
| 30D | -3.7% | -9.7% | +6.0% | -2.3% |
| 3M | -13.8% | -8.5% | -5.2% | -13.1% |
| 6M | +20.3% | -17.2% | +37.5% | +21.8% |
| YTD | -20.8% | -19.6% | -1.2% | -20.8% |
| 1Y | -9.2% | +11.1% | -20.4% | -15.4% |
| 3Y | -21.8% | +299.7% | -321.5% | -48.6% |
| 5Y | -77.4% | +156.5% | -233.9% | -84.6% |
| All | -81.2% | +154.4% | -235.6% | -86.7% |
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