-76.8%
PATH vs HPE
+229.7%
-306.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.8% | +8.1% | +0.2% |
| 7D | -5.6% | -25.0% | +19.4% | +3.4% |
| 30D | -0.7% | -37.3% | +36.7% | +15.0% |
| 3M | -5.9% | -16.8% | +11.0% | -3.5% |
| 6M | +21.6% | +47.8% | -26.2% | -7.5% |
| YTD | -20.6% | +86.0% | -106.7% | -47.0% |
| 1Y | -10.6% | +89.6% | -100.2% | -40.9% |
| 3Y | -24.9% | +198.2% | -223.1% | -64.8% |
| 5Y | -76.8% | +227.1% | -304.0% | -90.0% |
| All | -76.8% | +229.7% | -306.5% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling