-78.0%
PATH vs HLT
+157.5%
-235.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.8% |
| 6M | +37.2% | +2.2% | +35.1% | +31.1% |
| YTD | -7.3% | +8.5% | -15.8% | -16.2% |
| 1Y | +40.0% | +12.1% | +27.9% | +21.1% |
| 3Y | -4.4% | +107.6% | -112.0% | -53.7% |
| 5Y | -76.0% | +156.4% | -232.4% | -89.7% |
| All | -78.0% | +157.5% | -235.5% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling