+7.7%
PATH vs HL
+37.9%
-30.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.1% | -16.1% |
| 7D | -16.3% | +1.5% | -17.8% | -15.8% |
| 30D | +9.9% | +25.1% | -15.1% | +8.2% |
| All | +7.7% | +37.9% | -30.2% | +5.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling