-81.1%
PATH vs HWM
+560.9%
-642.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -1.3% |
| 7D | -5.6% | -2.4% | -3.1% | -5.1% |
| 30D | -0.7% | -13.3% | +12.6% | +4.4% |
| 3M | -5.9% | -31.0% | +25.2% | +8.7% |
| 6M | +21.6% | -17.1% | +38.7% | +26.8% |
| YTD | -20.6% | -1.9% | -18.8% | -26.6% |
| 1Y | -10.6% | -2.4% | -8.2% | -17.1% |
| 3Y | -24.9% | +322.2% | -347.1% | -74.2% |
| 5Y | -76.8% | +509.8% | -586.7% | -93.7% |
| All | -81.1% | +560.9% | -642.0% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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