-80.4%
PATH vs HST
+97.0%
-177.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.0% |
| 7D | -4.8% | +3.3% | -8.1% | -7.0% |
| 30D | +2.7% | +16.4% | -13.7% | -7.4% |
| 3M | -4.2% | +5.5% | -9.6% | -8.3% |
| 6M | +24.7% | +31.1% | -6.4% | +1.9% |
| YTD | -17.6% | +55.9% | -73.5% | -41.4% |
| 1Y | -5.3% | +75.6% | -80.9% | -39.3% |
| 3Y | -22.0% | +87.8% | -109.8% | -53.3% |
| 5Y | -76.5% | +86.6% | -163.2% | -85.7% |
| All | -80.4% | +97.0% | -177.4% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling