-6.1%
PATH vs HPE
+213.2%
-219.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.5% | -12.1% | -15.4% |
| 7D | -16.3% | -0.6% | -15.7% | -16.0% |
| 30D | +9.9% | -2.3% | +12.2% | +10.6% |
| 3M | +30.2% | -2.9% | +33.0% | +30.4% |
| 6M | +37.2% | +143.6% | -106.3% | -3.5% |
| YTD | -7.3% | +118.5% | -125.8% | -32.1% |
| 1Y | +40.0% | +129.2% | -89.2% | +1.2% |
| All | -6.1% | +213.2% | -219.3% | -44.5% |
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 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