-81.4%
PATH vs HUM
+3.8%
-85.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.7% |
| 7D | -2.3% | +4.8% | -7.1% | -3.0% |
| 30D | -4.8% | +1.6% | -6.5% | -5.1% |
| 3M | -17.7% | +13.8% | -31.5% | -19.4% |
| 6M | +18.9% | +60.0% | -41.1% | +10.3% |
| YTD | -21.7% | +72.7% | -94.4% | -29.0% |
| 1Y | -9.6% | +86.1% | -95.8% | -19.2% |
| 3Y | -25.8% | -7.8% | -18.0% | -28.0% |
| 5Y | -77.1% | +2.7% | -79.8% | -78.7% |
| All | -81.4% | +3.8% | -85.2% | -83.5% |
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