-76.8%
PATH vs HL
+155.0%
-231.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.1% |
| 7D | -5.6% | 0.0% | -5.6% | -5.7% |
| 30D | -0.7% | -15.5% | +14.8% | +1.9% |
| 3M | -5.9% | -12.6% | +6.8% | -4.4% |
| 6M | +21.6% | -15.2% | +36.8% | +22.4% |
| YTD | -20.6% | -24.7% | +4.0% | -19.8% |
| 1Y | -10.6% | +19.4% | -30.0% | -18.5% |
| 3Y | -24.9% | +236.8% | -261.7% | -50.2% |
| 5Y | -76.8% | +146.5% | -223.3% | -83.3% |
| All | -76.8% | +155.0% | -231.9% | -83.3% |
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 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