-75.6%
PATH vs HLT
+163.0%
-238.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.5% |
| 7D | +0.7% | +0.8% | -0.1% | 0.0% |
| 30D | -1.1% | +13.1% | -14.2% | -10.2% |
| 3M | -14.2% | +15.6% | -29.8% | -23.7% |
| 6M | +30.9% | +19.0% | +11.9% | +12.3% |
| YTD | -20.1% | +29.9% | -50.0% | -37.8% |
| 1Y | -8.1% | +35.9% | -44.0% | -31.9% |
| 3Y | -24.3% | +132.1% | -156.3% | -68.4% |
| 5Y | -75.6% | +163.4% | -239.0% | -90.7% |
| All | -75.6% | +163.0% | -238.6% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling