-81.2%
PATH vs HLT
+208.9%
-290.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.7% |
| 7D | -2.7% | +2.3% | -5.0% | -4.3% |
| 30D | -3.7% | +14.3% | -18.0% | -12.8% |
| 3M | -13.8% | +17.6% | -31.3% | -23.9% |
| 6M | +20.3% | +17.9% | +2.4% | +4.9% |
| YTD | -20.8% | +30.1% | -50.9% | -37.5% |
| 1Y | -9.2% | +36.8% | -46.1% | -31.9% |
| 3Y | -21.8% | +137.6% | -159.3% | -65.5% |
| 5Y | -77.4% | +154.9% | -232.3% | -90.6% |
| All | -81.2% | +208.9% | -290.1% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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