-81.2%
PATH vs HWM
+577.1%
-658.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.1% |
| 7D | -5.3% | +3.3% | -8.6% | -7.0% |
| 30D | -0.5% | -7.6% | +7.1% | +1.9% |
| 3M | -7.1% | -28.9% | +21.8% | +5.8% |
| 6M | +23.8% | -19.7% | +43.5% | +31.6% |
| YTD | -20.7% | +0.5% | -21.2% | -27.4% |
| 1Y | -8.1% | +0.3% | -8.3% | -15.8% |
| 3Y | -21.8% | +325.8% | -347.7% | -73.0% |
| 5Y | -76.8% | +524.7% | -601.6% | -93.8% |
| All | -81.2% | +577.1% | -658.2% | -94.9% |
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