-80.8%
PATH vs HRB
+174.1%
-254.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.8% |
| 7D | +2.1% | -5.1% | +7.2% | +3.8% |
| 30D | +1.6% | +8.7% | -7.1% | -1.4% |
| 3M | -20.4% | -5.4% | -15.1% | -19.3% |
| 6M | +40.1% | +41.6% | -1.4% | +24.3% |
| YTD | -19.0% | +18.7% | -37.7% | -25.4% |
| 1Y | -5.8% | +16.4% | -22.3% | -12.9% |
| 3Y | -22.9% | +22.0% | -44.9% | -31.9% |
| 5Y | -75.3% | +141.2% | -216.5% | -80.1% |
| All | -80.8% | +174.1% | -254.9% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling