-80.4%
PATH vs HPE
+270.1%
-350.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.7% | +8.6% | +4.8% |
| 7D | -4.8% | -17.0% | +12.2% | +1.0% |
| 30D | +2.7% | -26.7% | +29.4% | +13.0% |
| 3M | -4.2% | -4.1% | 0.0% | -6.1% |
| 6M | +24.7% | +75.4% | -50.7% | -10.5% |
| YTD | -17.6% | +111.0% | -128.6% | -46.8% |
| 1Y | -5.3% | +116.4% | -121.8% | -39.8% |
| 3Y | -22.0% | +238.2% | -260.2% | -64.2% |
| 5Y | -76.5% | +275.7% | -352.2% | -89.9% |
| All | -80.4% | +270.1% | -350.5% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling