-5.9%
PATH vs HPE
-14.9%
+9.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.8% | +8.1% | -3.6% |
| 7D | -5.6% | -25.0% | +19.4% | -5.8% |
| 30D | -0.7% | -37.3% | +36.7% | -2.1% |
| 3M | -5.9% | -16.8% | +11.0% | -5.3% |
| All | -5.9% | -14.9% | +9.0% | -5.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling