-77.4%
PATH vs HPE
+253.5%
-331.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -2.2% |
| 7D | -2.7% | -7.1% | +4.4% | -0.7% |
| 30D | -3.7% | -35.3% | +31.6% | +10.3% |
| 3M | -13.8% | -10.4% | -3.3% | -13.8% |
| 6M | +20.3% | +52.5% | -32.2% | -8.8% |
| YTD | -20.8% | +100.3% | -121.1% | -48.4% |
| 1Y | -9.2% | +106.4% | -115.6% | -41.9% |
| 3Y | -21.8% | +227.4% | -249.2% | -64.8% |
| 5Y | -77.4% | +250.6% | -328.0% | -90.5% |
| All | -77.4% | +253.5% | -331.0% | -90.5% |
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 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