-75.7%
PATH vs HRB
+126.2%
-201.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.0% | -12.6% | -15.2% |
| 7D | -16.3% | -5.7% | -10.6% | -14.4% |
| 30D | +9.9% | +7.9% | +2.0% | +6.2% |
| 3M | +30.2% | +32.1% | -2.0% | +16.9% |
| 6M | +37.2% | +62.2% | -25.0% | +14.4% |
| YTD | -7.3% | +16.4% | -23.7% | -14.2% |
| 1Y | +40.0% | -0.3% | +40.3% | +35.6% |
| 3Y | -4.4% | +36.0% | -40.4% | -20.2% |
| All | -75.7% | +126.2% | -201.9% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling