-8.1%
PATH vs HWM
+0.1%
-8.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.3% |
| 7D | -5.3% | +3.3% | -8.6% | -4.7% |
| 30D | -0.5% | -7.6% | +7.1% | -1.4% |
| 3M | -7.1% | -28.9% | +21.8% | -12.0% |
| 6M | +23.8% | -19.7% | +43.5% | +20.1% |
| YTD | -20.7% | +0.5% | -21.2% | -26.6% |
| 1Y | -8.1% | +0.3% | -8.3% | -10.9% |
| All | -8.1% | +0.1% | -8.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling