-21.8%
PATH vs HWM
+320.3%
-342.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -2.6% |
| 7D | -5.6% | -2.4% | -3.1% | -5.3% |
| 30D | -0.7% | -13.3% | +12.6% | +1.9% |
| 3M | -5.9% | -31.0% | +25.2% | +1.4% |
| 6M | +21.6% | -17.1% | +38.7% | +23.8% |
| YTD | -20.6% | -1.9% | -18.8% | -25.4% |
| 1Y | -10.6% | -2.4% | -8.2% | -15.8% |
| All | -21.8% | +320.3% | -342.1% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling