-80.7%
PATH vs HTZ
-91.9%
+11.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -20.8% | +17.1% | -0.8% |
| 7D | -5.6% | -7.7% | +2.1% | -4.9% |
| 30D | -0.7% | -13.1% | +12.4% | +0.7% |
| 3M | -5.9% | +14.7% | -20.6% | -10.2% |
| 6M | +21.6% | -70.6% | +92.2% | +38.3% |
| YTD | -20.6% | -65.2% | +44.6% | -14.0% |
| 1Y | -10.6% | -73.2% | +62.6% | +1.2% |
| 3Y | -24.9% | -80.8% | +55.9% | -18.9% |
| 5Y | -76.8% | -94.8% | +18.0% | -66.9% |
| All | -80.7% | -91.9% | +11.2% | -73.6% |
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