-75.7%
PATH vs HLT
+157.6%
-233.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -15.9% |
| 7D | -16.3% | -3.3% | -13.0% | -14.1% |
| 30D | +9.9% | -4.1% | +14.0% | +12.7% |
| 3M | +30.2% | -7.9% | +38.1% | +36.9% |
| 6M | +37.2% | +2.2% | +35.1% | +31.0% |
| YTD | -7.3% | +8.5% | -15.8% | -16.4% |
| 1Y | +40.0% | +12.1% | +27.9% | +20.7% |
| 3Y | -4.4% | +107.6% | -112.0% | -54.9% |
| All | -75.7% | +157.6% | -233.2% | -89.7% |
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