-8.6%
PATH vs HPE
+115.8%
-124.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.4% | +2.1% |
| 7D | -2.7% | +0.3% | -3.1% | -2.8% |
| 30D | -1.4% | -28.6% | +27.2% | +0.4% |
| 3M | -16.4% | -7.4% | -9.1% | -16.7% |
| 6M | +23.3% | +63.7% | -40.4% | +9.1% |
| YTD | -19.8% | +111.7% | -131.5% | -33.1% |
| 1Y | -8.6% | +123.5% | -132.0% | -27.5% |
| All | -8.6% | +115.8% | -124.4% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling