-81.2%
PATH vs HLT
+206.6%
-287.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.3% | +3.8% | -9.1% | -7.9% |
| 30D | -0.5% | +15.6% | -16.1% | -10.6% |
| 3M | -7.1% | +15.1% | -22.2% | -16.9% |
| 6M | +23.8% | +15.3% | +8.5% | +9.8% |
| YTD | -20.7% | +29.1% | -49.8% | -37.0% |
| 1Y | -8.1% | +39.9% | -48.0% | -32.4% |
| 3Y | -21.8% | +138.7% | -160.6% | -65.8% |
| 5Y | -76.8% | +147.4% | -224.2% | -90.2% |
| All | -81.2% | +206.6% | -287.8% | -92.9% |
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