-80.8%
PATH vs HPE
+256.8%
-337.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.5% |
| 7D | +2.1% | +7.9% | -5.8% | -0.6% |
| 30D | +1.6% | -23.5% | +25.1% | +10.1% |
| 3M | -20.4% | -19.1% | -1.4% | -17.1% |
| 6M | +40.1% | +51.4% | -11.3% | +7.3% |
| YTD | -19.0% | +103.4% | -122.5% | -47.3% |
| 1Y | -5.8% | +114.4% | -120.2% | -40.3% |
| 3Y | -22.9% | +224.7% | -247.6% | -64.2% |
| 5Y | -75.3% | +277.8% | -353.0% | -89.5% |
| All | -80.8% | +256.8% | -337.5% | -91.5% |
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