-78.0%
PATH vs HUBB
+169.5%
-247.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.7% |
| 7D | -16.3% | +0.5% | -16.8% | -16.6% |
| 30D | +9.9% | -10.0% | +19.9% | +15.8% |
| 3M | +30.2% | -4.8% | +34.9% | +30.9% |
| 6M | +37.2% | -5.6% | +42.8% | +35.5% |
| YTD | -7.3% | +4.7% | -12.0% | -15.6% |
| 1Y | +40.0% | +6.7% | +33.3% | +25.6% |
| 3Y | -4.4% | +45.8% | -50.2% | -33.5% |
| 5Y | -76.0% | +145.9% | -222.0% | -89.7% |
| All | -78.0% | +169.5% | -247.5% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling