-79.9%
PATH vs HTZ
-89.7%
+9.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.2% | -6.3% | +1.6% |
| 7D | -4.8% | +18.9% | -23.7% | -7.1% |
| 30D | +2.7% | +26.3% | -23.6% | -1.1% |
| 3M | -4.2% | +49.7% | -53.9% | -11.7% |
| 6M | +24.7% | -61.1% | +85.8% | +36.7% |
| YTD | -17.6% | -56.0% | +38.5% | -13.3% |
| 1Y | -5.3% | -66.4% | +61.1% | +4.2% |
| 3Y | -22.0% | -75.8% | +53.8% | -18.2% |
| 5Y | -76.5% | -93.1% | +16.6% | -67.5% |
| All | -79.9% | -89.7% | +9.8% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling