-75.7%
PATH vs HL
+235.4%
-311.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.1% | -16.2% |
| 7D | -16.3% | +1.5% | -17.8% | -16.5% |
| 30D | +9.9% | +25.1% | -15.1% | +5.6% |
| 3M | +30.2% | +22.9% | +7.3% | +24.6% |
| 6M | +37.2% | -4.9% | +42.1% | +35.8% |
| YTD | -7.3% | +7.8% | -15.2% | -11.5% |
| 1Y | +40.0% | +133.9% | -93.9% | +11.1% |
| 3Y | -4.4% | +380.9% | -385.3% | -40.6% |
| All | -75.7% | +235.4% | -311.1% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling