-75.7%
PATH vs HPE
+288.9%
-364.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.5% | -12.1% | -14.9% |
| 7D | -16.3% | -0.6% | -15.7% | -15.9% |
| 30D | +9.9% | -2.3% | +12.2% | +10.8% |
| 3M | +30.2% | -2.9% | +33.0% | +29.9% |
| 6M | +37.2% | +143.6% | -106.3% | -14.6% |
| YTD | -7.3% | +118.5% | -125.8% | -39.3% |
| 1Y | +40.0% | +129.2% | -89.2% | -10.1% |
| 3Y | -4.4% | +212.5% | -216.9% | -52.4% |
| All | -75.7% | +288.9% | -364.6% | -89.8% |
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