-81.0%
PATH vs HUBB
+156.2%
-237.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +0.7% | +4.6% | -3.9% | -1.5% |
| 30D | -1.1% | -8.4% | +7.2% | +2.8% |
| 3M | -14.2% | -14.3% | +0.2% | -8.0% |
| 6M | +30.9% | -9.3% | +40.2% | +33.2% |
| YTD | -20.1% | -0.5% | -19.6% | -26.0% |
| 1Y | -8.1% | -2.1% | -5.9% | -13.9% |
| 3Y | -24.3% | +57.2% | -81.5% | -51.0% |
| 5Y | -75.6% | +127.1% | -202.7% | -89.1% |
| All | -81.0% | +156.2% | -237.2% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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