-21.8%
PATH vs HPE
+202.5%
-224.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -5.3% | -18.7% | +13.4% | -1.2% |
| 30D | -0.5% | -37.9% | +37.4% | +9.7% |
| 3M | -7.1% | -14.4% | +7.3% | -6.2% |
| 6M | +23.8% | +48.2% | -24.4% | +2.0% |
| YTD | -20.7% | +88.6% | -109.3% | -40.8% |
| 1Y | -8.1% | +94.8% | -102.8% | -32.3% |
| 3Y | -21.8% | +202.7% | -224.5% | -53.7% |
| All | -21.8% | +202.5% | -224.3% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling