-78.0%
PATH vs HWM
+752.9%
-830.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.2% | -16.4% |
| 7D | -16.3% | -2.1% | -14.2% | -15.8% |
| 30D | +9.9% | -11.0% | +20.9% | +15.0% |
| 3M | +30.2% | +4.0% | +26.1% | +25.4% |
| 6M | +37.2% | -0.2% | +37.4% | +32.9% |
| YTD | -7.3% | +26.7% | -34.0% | -22.3% |
| 1Y | +40.0% | +44.7% | -4.7% | +8.7% |
| 3Y | -4.4% | +426.1% | -430.5% | -69.4% |
| 5Y | -76.0% | +738.5% | -814.5% | -94.2% |
| All | -78.0% | +752.9% | -830.9% | -94.5% |
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