-81.0%
PATH vs HPE
+270.6%
-351.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.7% | +13.6% | -12.9% | -3.6% |
| 30D | -1.1% | -27.1% | +26.0% | +8.9% |
| 3M | -14.2% | -14.5% | +0.3% | -12.2% |
| 6M | +30.9% | +66.9% | -36.1% | -3.9% |
| YTD | -20.1% | +111.3% | -131.4% | -48.6% |
| 1Y | -8.1% | +117.5% | -125.6% | -41.7% |
| 3Y | -24.3% | +238.1% | -262.4% | -65.3% |
| 5Y | -75.6% | +292.4% | -368.0% | -89.8% |
| All | -81.0% | +270.6% | -351.6% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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