-6.1%
PATH vs HST
+68.9%
-75.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.8% |
| 7D | -16.3% | -1.0% | -15.3% | -15.9% |
| 30D | +9.9% | -12.3% | +22.2% | +17.6% |
| 3M | +30.2% | -6.4% | +36.5% | +33.9% |
| 6M | +37.2% | +15.0% | +22.2% | +23.4% |
| YTD | -7.3% | +30.5% | -37.8% | -23.7% |
| 1Y | +40.0% | +35.7% | +4.3% | +10.5% |
| All | -6.1% | +68.9% | -75.0% | -41.5% |
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