-21.8%
PATH vs HST
+77.1%
-98.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.7% | +2.0% | -0.8% |
| 7D | -5.6% | -4.2% | -1.4% | -3.5% |
| 30D | -0.7% | +9.6% | -10.3% | -5.3% |
| 3M | -5.9% | -1.1% | -4.8% | -5.7% |
| 6M | +21.6% | +21.1% | +0.5% | +8.3% |
| YTD | -20.6% | +47.1% | -67.7% | -37.9% |
| 1Y | -10.6% | +64.0% | -74.6% | -36.1% |
| All | -21.8% | +77.1% | -98.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 3y: compounded portfolio wealth divided by compounded HST 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…
3y analysis · Full analysis span regression · 6 months rolling