-75.7%
PATH vs HST
+74.0%
-149.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.8% |
| 7D | -16.3% | -1.0% | -15.3% | -15.8% |
| 30D | +9.9% | -12.3% | +22.2% | +19.7% |
| 3M | +30.2% | -6.4% | +36.5% | +34.9% |
| 6M | +37.2% | +15.0% | +22.2% | +20.7% |
| YTD | -7.3% | +30.5% | -37.8% | -26.4% |
| 1Y | +40.0% | +35.7% | +4.3% | +5.9% |
| 3Y | -4.4% | +68.4% | -72.8% | -40.5% |
| All | -75.7% | +74.0% | -149.7% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling