-79.7%
PATH vs HUM
-4.7%
-75.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.2% | -7.8% |
| 7D | -22.8% | +2.1% | -24.8% | -23.0% |
| 30D | -6.9% | +4.7% | -11.6% | -7.6% |
| 3M | +25.4% | +13.5% | +11.9% | +22.8% |
| 6M | +18.1% | +126.7% | -108.5% | +3.7% |
| YTD | -14.5% | +58.5% | -73.1% | -21.4% |
| 1Y | +18.7% | +31.7% | -13.0% | +11.4% |
| 3Y | -24.2% | -10.6% | -13.6% | -26.1% |
| 5Y | -75.2% | +2.5% | -77.7% | -75.8% |
| All | -79.7% | -4.7% | -75.0% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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